+843.4%
T vs COR
+18,334.8%
-17,491.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.2% |
| 7D | +1.7% | +2.3% | -0.7% | +1.3% |
| 30D | -1.7% | +6.8% | -8.5% | -2.8% |
| 3M | -7.3% | +8.1% | -15.4% | -8.6% |
| 6M | -11.2% | +33.0% | -44.2% | -15.4% |
| YTD | -8.1% | +3.0% | -11.0% | -9.1% |
| 1Y | -8.0% | -3.4% | -4.6% | -8.2% |
| 3Y | +62.1% | +80.1% | -18.0% | +45.4% |
| 5Y | +55.7% | +194.7% | -139.0% | +28.3% |
| 10Y | +54.1% | +512.3% | -458.2% | +12.2% |
| All | +843.4% | +18,334.8% | -17,491.5% | +397.5% |
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