-25.8%
TE vs COR
+5.5%
-31.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.0% | -7.5% | -2.3% |
| 7D | +3.8% | +9.1% | -5.3% | +6.6% |
| 30D | -26.2% | +12.4% | -38.6% | -23.5% |
| 3M | -49.7% | +15.8% | -65.5% | -47.2% |
| 6M | -46.5% | +17.1% | -63.5% | -42.6% |
| YTD | -59.1% | +5.4% | -64.6% | -52.2% |
| 1Y | -25.8% | +3.5% | -29.3% | -14.1% |
| All | -25.8% | +5.5% | -31.3% | -14.1% |
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 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