+2,498.9%
MAR vs COR
+6,920.7%
-4,421.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.6% |
| 7D | -4.2% | +2.8% | -6.9% | -4.8% |
| 30D | -6.7% | +4.5% | -11.2% | -7.8% |
| 3M | -12.5% | +22.7% | -35.2% | -17.0% |
| 6M | +0.6% | -9.7% | +10.3% | +2.2% |
| YTD | +9.1% | -1.4% | +10.5% | +8.1% |
| 1Y | +26.2% | +13.9% | +12.3% | +20.3% |
| 3Y | +68.2% | +94.0% | -25.8% | +37.6% |
| 5Y | +163.9% | +184.0% | -20.1% | +94.6% |
| 10Y | +420.6% | +406.8% | +13.8% | +220.2% |
| All | +2,498.9% | +6,920.7% | -4,421.8% | +867.9% |
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