+22.6%
QQQ vs COR
+8.7%
+13.9%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -1.1% |
| 7D | -1.3% | -4.8% | +3.6% | -1.8% |
| 30D | -1.4% | -3.7% | +2.3% | -1.7% |
| 3M | +2.3% | +14.3% | -12.1% | +3.4% |
| 6M | +16.9% | -8.5% | +25.4% | +18.8% |
| YTD | +15.6% | -4.4% | +20.0% | +18.4% |
| 1Y | +22.6% | +9.1% | +13.5% | +27.4% |
| All | +22.6% | +8.7% | +13.9% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling