+61.4%
T vs COR
+489.9%
-428.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.4% |
| 7D | +2.0% | -1.2% | +3.1% | +2.3% |
| 30D | -1.0% | +7.6% | -8.7% | -3.2% |
| 3M | -8.1% | +5.0% | -13.1% | -9.6% |
| 6M | -8.3% | +35.3% | -43.6% | -16.5% |
| YTD | -6.1% | +4.2% | -10.3% | -8.6% |
| 1Y | -7.4% | -3.4% | -3.9% | -7.7% |
| 3Y | +65.4% | +81.1% | -15.7% | +33.0% |
| 5Y | +57.6% | +195.8% | -138.2% | +6.3% |
| 10Y | +61.4% | +493.6% | -432.2% | -9.3% |
| All | +61.4% | +489.9% | -428.5% | -9.3% |
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