+1,570.9%
QQQ vs COR
+5,329.3%
-3,758.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.6% |
| 7D | +0.4% | +2.8% | -2.4% | -0.3% |
| 30D | +0.2% | +4.5% | -4.3% | -1.0% |
| 3M | -2.8% | +22.7% | -25.5% | -7.9% |
| 6M | +18.0% | -9.7% | +27.7% | +19.6% |
| YTD | +17.3% | -1.4% | +18.7% | +16.1% |
| 1Y | +25.6% | +13.9% | +11.7% | +19.5% |
| 3Y | +93.7% | +94.0% | -0.2% | +58.8% |
| 5Y | +94.2% | +184.0% | -89.9% | +43.4% |
| 10Y | +557.9% | +406.8% | +151.1% | +303.2% |
| All | +1,570.9% | +5,329.3% | -3,758.4% | +489.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling