+1,520.2%
QLD vs COR
+489.9%
+1,030.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | -1.2% | -1.2% | 0.0% | -0.4% |
| 30D | -15.7% | +7.6% | -23.3% | -18.5% |
| 3M | -10.0% | +5.0% | -15.0% | -12.4% |
| 6M | -11.2% | +35.3% | -46.5% | -24.7% |
| YTD | +16.4% | +4.2% | +12.1% | +10.4% |
| 1Y | +12.7% | -3.4% | +16.1% | +11.2% |
| 3Y | +152.3% | +81.1% | +71.2% | +62.9% |
| 5Y | +91.8% | +195.8% | -104.1% | -11.0% |
| 10Y | +1,520.2% | +493.6% | +1,026.7% | +413.8% |
| All | +1,520.2% | +489.9% | +1,030.3% | +413.8% |
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 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