-53.2%
TE vs COR
+352.8%
-406.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.3% |
| 7D | -4.0% | +2.8% | -6.7% | -4.0% |
| 30D | -15.9% | +4.5% | -20.4% | -15.9% |
| 3M | -60.5% | +22.7% | -83.2% | -60.9% |
| 6M | -35.2% | -9.7% | -25.5% | -34.2% |
| YTD | -31.1% | -1.4% | -29.7% | -30.5% |
| 1Y | +148.6% | +13.9% | +134.7% | +147.9% |
| 3Y | -26.4% | +94.0% | -120.4% | -31.7% |
| 5Y | -48.0% | +184.0% | -232.0% | -52.8% |
| All | -53.2% | +352.8% | -406.0% | -57.6% |
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