+108.2%
T vs COR
+87.4%
+20.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | -1.5% | -1.9% | +0.4% | -1.1% |
| 30D | +7.6% | +1.5% | +6.1% | +7.2% |
| 3M | +15.3% | +18.7% | -3.4% | +11.5% |
| 6M | -8.5% | -9.0% | +0.6% | -7.2% |
| YTD | +6.8% | -3.3% | +10.1% | +6.2% |
| 1Y | -7.2% | +9.8% | -17.1% | -11.2% |
| 3Y | +108.2% | +87.4% | +20.9% | +77.1% |
| All | +108.2% | +87.4% | +20.8% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling