+10.7%
O vs COR
+178.3%
-167.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.4% |
| 7D | +3.7% | +0.8% | +2.9% | +3.5% |
| 30D | +11.2% | +5.1% | +6.1% | +10.1% |
| 3M | -4.0% | +2.8% | -6.8% | -4.6% |
| 6M | -5.2% | +32.5% | -37.8% | -10.4% |
| YTD | +9.5% | -0.7% | +10.1% | +8.6% |
| 1Y | +10.6% | -6.7% | +17.3% | +11.3% |
| 3Y | +38.1% | +73.7% | -35.6% | +16.8% |
| All | +10.7% | +178.3% | -167.6% | -22.0% |
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