+247.9%
SOXX vs COR
+180.1%
+67.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +1.4% | -2.8% | +4.2% | +1.3% |
| 30D | -3.6% | +2.6% | -6.1% | -3.5% |
| 3M | -10.2% | +14.5% | -24.6% | -10.2% |
| 6M | +54.2% | -7.8% | +62.1% | +56.9% |
| YTD | +75.2% | -4.2% | +79.4% | +77.8% |
| 1Y | +107.5% | +7.0% | +100.5% | +108.2% |
| 3Y | +226.8% | +85.5% | +141.2% | +183.0% |
| All | +247.9% | +180.1% | +67.8% | +157.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling