+12.3%
QQQ vs COR
-0.1%
+12.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.0% |
| 7D | +3.6% | +7.8% | -4.2% | +4.1% |
| 30D | -6.7% | +7.0% | -13.7% | -6.2% |
| 3M | -7.0% | +16.3% | -23.3% | -5.7% |
| 6M | -4.7% | +41.3% | -46.0% | -2.6% |
| YTD | +11.1% | +7.1% | +3.9% | +15.6% |
| 1Y | +12.3% | -0.8% | +13.1% | +16.9% |
| All | +12.3% | -0.1% | +12.4% | +16.9% |
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