+76.2%
O vs COR
+486.2%
-410.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.6% |
| 7D | -0.4% | +7.8% | -8.2% | -2.6% |
| 30D | +7.1% | +7.0% | +0.1% | +5.0% |
| 3M | -5.2% | +16.3% | -21.5% | -9.5% |
| 6M | -1.8% | +41.3% | -43.1% | -11.6% |
| YTD | +9.1% | +7.1% | +1.9% | +5.3% |
| 1Y | +9.7% | -0.8% | +10.5% | +8.4% |
| 3Y | +39.1% | +85.0% | -45.8% | +10.8% |
| 5Y | +8.4% | +203.9% | -195.5% | -28.1% |
| All | +76.2% | +486.2% | -410.0% | -3.4% |
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