+54.2%
SOXX vs COR
-8.9%
+63.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +2.0% |
| 7D | +1.4% | -2.8% | +4.2% | 0.0% |
| 30D | -3.6% | +2.6% | -6.1% | -2.3% |
| 3M | -10.2% | +14.5% | -24.6% | -4.3% |
| 6M | +54.2% | -7.8% | +62.1% | +78.5% |
| All | +54.2% | -8.9% | +63.2% | +78.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling