+7,737.3%
LOW vs COR
+18,554.5%
-10,817.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | +1.0% | -1.2% | +2.1% | +1.2% |
| 30D | +25.6% | +7.6% | +18.0% | +23.5% |
| 3M | +5.3% | +5.0% | +0.3% | +4.0% |
| 6M | +3.7% | +35.3% | -31.6% | -3.8% |
| YTD | -1.9% | +4.2% | -6.1% | -4.0% |
| 1Y | +0.6% | -3.4% | +4.0% | +0.2% |
| 3Y | +26.4% | +81.1% | -54.7% | +6.4% |
| 5Y | +10.1% | +195.8% | -185.7% | -18.7% |
| 10Y | +301.3% | +493.6% | -192.3% | +143.6% |
| All | +7,737.3% | +18,554.5% | -10,817.3% | +2,255.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling