+534.7%
QQQ vs COR
+486.2%
+48.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.9% |
| 7D | +3.6% | +7.8% | -4.2% | +1.8% |
| 30D | -6.7% | +7.0% | -13.7% | -8.2% |
| 3M | -7.0% | +16.3% | -23.3% | -10.4% |
| 6M | -4.7% | +41.3% | -46.0% | -12.9% |
| YTD | +11.1% | +7.1% | +3.9% | +7.9% |
| 1Y | +12.3% | -0.8% | +13.1% | +11.4% |
| 3Y | +83.3% | +85.0% | -1.7% | +48.1% |
| 5Y | +77.5% | +203.9% | -126.4% | +20.5% |
| All | +534.7% | +486.2% | +48.5% | +244.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling