-64.7%
TE vs COR
+33.4%
-98.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +3.2% |
| 7D | -22.0% | -1.2% | -20.8% | -23.3% |
| 30D | -33.6% | +7.6% | -41.3% | -26.9% |
| 3M | -61.1% | +5.0% | -66.1% | -60.0% |
| 6M | -64.7% | +35.3% | -100.0% | -26.3% |
| All | -64.7% | +33.4% | -98.2% | -26.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling