+66.1%
T vs COR
+180.8%
-114.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 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% | +10.5% |
| 6M | -8.5% | -9.0% | +0.6% | -6.8% |
| YTD | +6.8% | -3.3% | +10.1% | +6.4% |
| 1Y | -7.2% | +9.8% | -17.1% | -11.4% |
| 3Y | +108.2% | +87.4% | +20.9% | +66.3% |
| 5Y | +66.1% | +180.5% | -114.5% | +7.8% |
| All | +66.1% | +180.8% | -114.7% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling