+2,502.1%
SOXX vs COR
+3,580.5%
-1,078.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | +3.0% | -4.8% | +7.9% | +4.6% |
| 30D | -3.1% | -3.7% | +0.5% | -2.2% |
| 3M | -4.4% | +14.3% | -18.7% | -9.5% |
| 6M | +52.9% | -8.5% | +61.4% | +54.2% |
| YTD | +72.0% | -4.4% | +76.4% | +70.5% |
| 1Y | +105.1% | +9.1% | +96.0% | +93.0% |
| 3Y | +220.6% | +85.2% | +135.4% | +141.5% |
| 5Y | +244.8% | +180.7% | +64.1% | +118.7% |
| 10Y | +1,537.1% | +403.7% | +1,133.4% | +678.2% |
| All | +2,502.1% | +3,580.5% | -1,078.4% | +456.1% |
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