+32.2%
QLD vs COR
-10.7%
+42.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | -0.3% |
| 7D | +0.6% | +2.8% | -2.2% | +1.6% |
| 30D | -0.1% | +4.5% | -4.7% | +1.7% |
| 3M | -8.4% | +22.7% | -31.0% | -2.8% |
| 6M | +32.2% | -9.7% | +41.9% | +53.0% |
| All | +32.2% | -10.7% | +42.9% | +53.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling