+4,409.3%
O vs COR
+18,334.8%
-13,925.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.1% |
| 7D | +3.3% | +2.3% | +1.0% | +2.8% |
| 30D | +10.3% | +6.8% | +3.6% | +8.9% |
| 3M | -3.5% | +8.1% | -11.6% | -5.1% |
| 6M | -1.3% | +33.0% | -34.3% | -6.9% |
| YTD | +10.3% | +3.0% | +7.3% | +8.7% |
| 1Y | +10.4% | -3.4% | +13.8% | +10.1% |
| 3Y | +40.0% | +80.1% | -40.1% | +22.5% |
| 5Y | +12.4% | +194.7% | -182.4% | -11.3% |
| 10Y | +78.2% | +512.3% | -434.1% | +20.9% |
| All | +4,409.3% | +18,334.8% | -13,925.6% | +1,783.0% |
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 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