+55.3%
O vs COR
+399.7%
-344.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -2.3% | -3.9% | +1.6% | -1.2% |
| 30D | -2.4% | -0.3% | -2.1% | -2.5% |
| 3M | -0.6% | +15.9% | -16.5% | -4.7% |
| 6M | -5.0% | -10.3% | +5.3% | -2.9% |
| YTD | +10.4% | -3.7% | +14.1% | +10.2% |
| 1Y | +6.6% | +9.1% | -2.5% | +2.3% |
| 3Y | +28.4% | +86.6% | -58.2% | +3.9% |
| 5Y | +15.3% | +180.9% | -165.6% | -18.6% |
| 10Y | +55.3% | +407.4% | -352.1% | +3.1% |
| All | +55.3% | +399.7% | -344.4% | +3.1% |
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