+4,497.0%
O vs COR
+17,545.2%
-13,048.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.4% |
| 7D | -0.7% | +2.8% | -3.5% | -1.3% |
| 30D | -1.9% | +4.5% | -6.4% | -2.8% |
| 3M | +3.8% | +22.7% | -18.8% | -0.4% |
| 6M | -4.7% | -9.7% | +5.0% | -3.4% |
| YTD | +12.5% | -1.4% | +13.9% | +11.8% |
| 1Y | +10.8% | +13.9% | -3.1% | +6.9% |
| 3Y | +28.8% | +94.0% | -65.2% | +11.1% |
| 5Y | +13.2% | +184.0% | -170.8% | -9.9% |
| 10Y | +53.5% | +406.8% | -353.3% | +7.3% |
| All | +4,497.0% | +17,545.2% | -13,048.2% | +1,837.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling