+14.1%
QLD vs COR
-0.3%
+14.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.2% | -2.1% |
| 7D | +7.0% | +7.6% | -0.6% | +8.0% |
| 30D | -14.3% | +6.8% | -21.1% | -13.4% |
| 3M | -16.0% | +16.0% | -32.0% | -13.7% |
| 6M | -14.2% | +41.0% | -55.3% | -10.5% |
| YTD | +12.8% | +6.9% | +5.8% | +22.2% |
| 1Y | +14.1% | -1.0% | +15.1% | +23.8% |
| All | +14.1% | -0.3% | +14.4% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling