+998.9%
T vs COR
+17,545.2%
-16,546.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | -0.1% | -1.6% |
| 7D | -1.3% | +2.8% | -4.0% | -1.7% |
| 30D | +11.4% | +4.5% | +6.8% | +10.5% |
| 3M | +14.3% | +22.7% | -8.4% | +10.4% |
| 6M | -9.3% | -9.7% | +0.5% | -8.1% |
| YTD | +7.1% | -1.4% | +8.5% | +6.6% |
| 1Y | -9.1% | +13.9% | -23.0% | -11.8% |
| 3Y | +105.3% | +94.0% | +11.4% | +81.9% |
| 5Y | +66.8% | +184.0% | -117.2% | +38.3% |
| 10Y | +66.8% | +406.8% | -340.0% | +24.4% |
| All | +998.9% | +17,545.2% | -16,546.4% | +484.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling