+133.5%
QLD vs COR
+77.6%
+55.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.0% | -8.7% | -13.3% |
| 7D | -18.6% | +2.8% | -21.3% | -18.1% |
| 30D | -28.3% | +7.4% | -35.7% | -27.2% |
| 3M | -20.4% | +7.3% | -27.7% | -19.2% |
| 6M | -14.3% | +11.5% | -25.8% | -11.6% |
| YTD | +2.8% | +1.2% | +1.6% | +6.0% |
| 1Y | -1.2% | -3.3% | +2.1% | +1.3% |
| All | +133.5% | +77.6% | +55.9% | +180.2% |
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