+52.5%
SOXX vs COR
+5.5%
+47.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.0% | -7.1% | -2.0% |
| 7D | -13.7% | +9.1% | -22.8% | -11.5% |
| 30D | -23.6% | +12.4% | -36.0% | -21.0% |
| 3M | -16.9% | +15.8% | -32.7% | -13.4% |
| 6M | -2.4% | +17.1% | -19.5% | +3.4% |
| YTD | +49.8% | +5.4% | +44.4% | +65.7% |
| 1Y | +52.5% | +3.5% | +49.0% | +68.4% |
| All | +52.5% | +5.5% | +47.1% | +68.4% |
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