+13.7%
O vs COR
+180.8%
-167.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | -0.6% | -1.9% | +1.3% | -0.2% |
| 30D | -2.0% | +1.5% | -3.5% | -2.3% |
| 3M | +3.0% | +18.7% | -15.7% | -0.5% |
| 6M | -3.6% | -9.0% | +5.4% | -2.2% |
| YTD | +12.1% | -3.3% | +15.3% | +11.8% |
| 1Y | +8.9% | +9.8% | -1.0% | +5.0% |
| 3Y | +30.3% | +87.4% | -57.0% | +7.5% |
| 5Y | +13.7% | +180.5% | -166.8% | -19.1% |
| All | +13.7% | +180.8% | -167.1% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling