+6.2%
MSFT vs COR
-1.5%
+7.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.2% |
| 7D | +2.3% | +2.4% | -0.1% | +2.4% |
| 30D | -0.4% | +7.7% | -8.0% | 0.0% |
| 3M | +5.6% | +7.5% | -2.0% | +6.0% |
| 6M | +29.0% | +34.1% | -5.2% | +31.8% |
| YTD | +10.9% | +3.9% | +7.1% | +10.5% |
| 1Y | +6.2% | -3.6% | +9.9% | +7.0% |
| All | +6.2% | -1.5% | +7.8% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling