+1,481.8%
QQQ vs COR
+5,801.1%
-4,319.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.8% |
| YTD | +11.1% | +7.1% | +3.9% | +7.6% |
| 1Y | +12.3% | -0.8% | +13.1% | +10.8% |
| 3Y | +83.3% | +85.0% | -1.7% | +52.3% |
| 5Y | +77.5% | +203.9% | -126.4% | +29.0% |
| 10Y | +528.3% | +510.3% | +18.0% | +270.1% |
| All | +1,481.8% | +5,801.1% | -4,319.3% | +446.9% |
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