+58.8%
T vs COR
+505.6%
-446.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.4% |
| 7D | +2.6% | +2.4% | +0.2% | +1.8% |
| 30D | -1.1% | +7.7% | -8.8% | -3.3% |
| 3M | -7.7% | +7.5% | -15.2% | -9.9% |
| 6M | -10.6% | +34.1% | -44.8% | -18.4% |
| YTD | -7.5% | +3.9% | -11.3% | -9.8% |
| 1Y | -7.4% | -3.6% | -3.8% | -7.6% |
| 3Y | +63.1% | +80.5% | -17.4% | +31.2% |
| 5Y | +55.2% | +194.9% | -139.7% | +4.7% |
| 10Y | +58.8% | +486.6% | -427.8% | -11.1% |
| All | +58.8% | +505.6% | -446.8% | -11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling