+139.4%
QLD vs COR
+74.4%
+65.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +2.3% |
| 7D | -10.3% | +0.8% | -11.1% | -10.0% |
| 30D | -26.1% | +5.1% | -31.2% | -25.2% |
| 3M | -17.8% | +2.8% | -20.6% | -17.1% |
| 6M | -15.6% | +32.5% | -48.1% | -11.8% |
| YTD | +5.4% | -0.7% | +6.0% | +8.4% |
| 1Y | +5.2% | -6.7% | +11.9% | +7.3% |
| 3Y | +139.4% | +73.7% | +65.7% | +186.5% |
| All | +139.4% | +74.4% | +65.1% | +186.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling