+1,631.1%
QLD vs COR
+407.6%
+1,223.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.2% |
| 7D | +0.6% | +2.8% | -2.2% | -0.7% |
| 30D | -0.1% | +4.5% | -4.7% | -2.5% |
| 3M | -8.4% | +22.7% | -31.0% | -17.8% |
| 6M | +32.2% | -9.7% | +41.9% | +35.7% |
| YTD | +28.9% | -1.4% | +30.3% | +25.8% |
| 1Y | +43.8% | +13.9% | +29.9% | +28.9% |
| 3Y | +176.6% | +94.0% | +82.6% | +73.7% |
| 5Y | +121.6% | +184.0% | -62.4% | +9.8% |
| All | +1,631.1% | +407.6% | +1,223.5% | +596.1% |
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