+327.1%
NET vs COR
+93.9%
+233.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -2.4% |
| 7D | -7.0% | +2.8% | -9.7% | -6.4% |
| 30D | -4.8% | +4.5% | -9.3% | -3.7% |
| 3M | +3.8% | +22.7% | -18.8% | +8.1% |
| 6M | +50.0% | -9.7% | +59.8% | +49.2% |
| YTD | +41.5% | -1.4% | +42.9% | +43.6% |
| 1Y | +32.8% | +13.9% | +18.9% | +40.3% |
| All | +327.1% | +93.9% | +233.2% | +512.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling