+625.9%
TEAM vs COR
+376.5%
+249.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.2% | +2.5% |
| 7D | -19.7% | -1.2% | -18.6% | -19.6% |
| 30D | -26.6% | +7.6% | -34.3% | -27.3% |
| 3M | -1.1% | +5.0% | -6.1% | -1.7% |
| 6M | +74.6% | +35.3% | +39.3% | +67.6% |
| YTD | -6.0% | +4.2% | -10.2% | -7.2% |
| 1Y | -3.2% | -3.4% | +0.2% | -3.5% |
| 3Y | -13.5% | +81.1% | -94.6% | -23.6% |
| 5Y | -65.5% | +195.8% | -261.3% | -72.8% |
| 10Y | +454.5% | +493.6% | -39.1% | +242.4% |
| All | +625.9% | +376.5% | +249.4% | +528.7% |
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