+113.9%
SOXX vs COR
+12.8%
+101.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.0% |
| 7D | +2.2% | +2.8% | -0.6% | +2.9% |
| 30D | -2.0% | +4.5% | -6.6% | -0.8% |
| 3M | -13.7% | +22.7% | -36.4% | -10.3% |
| 6M | +52.4% | -9.7% | +62.1% | +61.8% |
| YTD | +72.8% | -1.4% | +74.2% | +84.9% |
| 1Y | +113.9% | +13.9% | +100.0% | +133.4% |
| All | +113.9% | +12.8% | +101.1% | +133.4% |
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