-9.4%
T vs COR
-3.3%
-6.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | +1.6% | +2.9% | -1.2% | +1.1% |
| 30D | -2.9% | +5.8% | -8.8% | -3.8% |
| 3M | -7.5% | +11.4% | -18.9% | -9.0% |
| 6M | -9.9% | +34.5% | -44.4% | -12.7% |
| YTD | -6.4% | +4.1% | -10.5% | -9.6% |
| 1Y | -9.4% | -3.1% | -6.3% | -11.3% |
| All | -9.4% | -3.3% | -6.1% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling