+67.2%
QLD vs COR
+178.3%
-111.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +2.8% |
| 7D | -10.3% | +0.8% | -11.1% | -10.2% |
| 30D | -26.1% | +5.1% | -31.2% | -26.4% |
| 3M | -17.8% | +2.8% | -20.6% | -18.0% |
| 6M | -15.6% | +32.5% | -48.1% | -20.0% |
| YTD | +5.4% | -0.7% | +6.0% | +6.1% |
| 1Y | +5.2% | -6.7% | +11.9% | +7.8% |
| 3Y | +139.4% | +73.7% | +65.7% | +76.8% |
| All | +67.2% | +178.3% | -111.1% | -14.1% |
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 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