+3,207.6%
MAR vs COR
+7,297.5%
-4,090.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.4% |
| 7D | +2.9% | +2.4% | +0.4% | +2.2% |
| 30D | +17.0% | +7.7% | +9.4% | +14.9% |
| 3M | +23.2% | +7.5% | +15.7% | +20.7% |
| 6M | +21.7% | +34.1% | -12.4% | +12.7% |
| YTD | +38.9% | +3.9% | +35.0% | +35.7% |
| 1Y | +48.7% | -3.6% | +52.3% | +48.0% |
| 3Y | +122.9% | +80.5% | +42.4% | +86.1% |
| 5Y | +177.5% | +194.9% | -17.4% | +102.8% |
| 10Y | +537.5% | +486.6% | +50.9% | +280.5% |
| All | +3,207.6% | +7,297.5% | -4,090.0% | +1,115.2% |
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