+82.7%
O vs COR
+505.6%
-422.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +3.5% | +2.4% | +1.1% | +2.8% |
| 30D | +10.4% | +7.7% | +2.7% | +8.0% |
| 3M | -2.4% | +7.5% | -9.9% | -4.7% |
| 6M | -1.2% | +34.1% | -35.3% | -9.7% |
| YTD | +10.4% | +3.9% | +6.5% | +7.6% |
| 1Y | +11.4% | -3.6% | +15.1% | +11.1% |
| 3Y | +40.4% | +80.5% | -40.1% | +12.6% |
| 5Y | +12.1% | +194.9% | -182.7% | -24.9% |
| 10Y | +82.7% | +486.6% | -403.9% | +1.1% |
| All | +82.7% | +505.6% | -422.9% | +1.1% |
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