+1,502.1%
QLD vs COR
+486.2%
+1,016.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.4% | -3.8% |
| 7D | +7.0% | +7.8% | -0.8% | +3.3% |
| 30D | -14.3% | +7.0% | -21.3% | -16.9% |
| 3M | -16.0% | +16.3% | -32.3% | -21.9% |
| 6M | -14.2% | +41.3% | -55.5% | -28.8% |
| YTD | +12.8% | +7.1% | +5.6% | +5.5% |
| 1Y | +14.1% | -0.8% | +14.9% | +11.2% |
| 3Y | +146.0% | +85.0% | +61.0% | +57.1% |
| 5Y | +82.0% | +203.9% | -121.8% | -16.8% |
| All | +1,502.1% | +486.2% | +1,016.0% | +393.4% |
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