+81.1%
QLD vs COR
+192.5%
-111.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.7% | +3.1% | +6.3% |
| 7D | -1.4% | +2.3% | -3.8% | -1.6% |
| 30D | -19.6% | +6.8% | -26.3% | -20.1% |
| 3M | -14.1% | +8.1% | -22.2% | -15.0% |
| 6M | -13.6% | +33.0% | -46.6% | -18.0% |
| YTD | +12.5% | +3.0% | +9.6% | +12.8% |
| 1Y | +13.1% | -3.4% | +16.6% | +15.4% |
| 3Y | +154.7% | +80.1% | +74.6% | +87.3% |
| 5Y | +81.1% | +194.7% | -113.6% | -7.5% |
| All | +81.1% | +192.5% | -111.4% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling