+1,381.0%
NET vs COR
+412.1%
+968.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.5% | -2.9% |
| 7D | -16.4% | +9.1% | -25.5% | -17.1% |
| 30D | -25.8% | +12.4% | -38.3% | -26.8% |
| 3M | -11.5% | +15.8% | -27.3% | -13.1% |
| 6M | +18.9% | +17.1% | +1.8% | +16.3% |
| YTD | +35.2% | +5.4% | +29.8% | +34.1% |
| 1Y | +14.5% | +3.5% | +10.9% | +13.7% |
| 3Y | +313.8% | +86.0% | +227.8% | +258.8% |
| 5Y | +32.6% | +196.7% | -164.2% | +0.3% |
| All | +1,381.0% | +412.1% | +968.9% | +812.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling