+6,775.0%
LOW vs COR
+17,545.2%
-10,770.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +1.7% |
| 7D | -1.7% | +2.8% | -4.5% | -2.4% |
| 30D | -7.0% | +4.5% | -11.6% | -8.1% |
| 3M | -0.9% | +22.7% | -23.5% | -5.8% |
| 6M | -20.1% | -9.7% | -10.3% | -18.8% |
| YTD | -13.9% | -1.4% | -12.5% | -14.6% |
| 1Y | -21.1% | +13.9% | -35.1% | -24.8% |
| 3Y | -6.6% | +94.0% | -100.6% | -22.9% |
| 5Y | +9.4% | +184.0% | -174.7% | -18.6% |
| 10Y | +220.5% | +406.8% | -186.3% | +100.9% |
| All | +6,775.0% | +17,545.2% | -10,770.3% | +1,993.8% |
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