+637.6%
TEAM vs COR
+370.9%
+266.8%
-87.5%
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% | +0.3% |
| 7D | -17.2% | +2.3% | -19.5% | -17.4% |
| 30D | -25.1% | +6.8% | -31.9% | -25.7% |
| 3M | +3.9% | +8.1% | -4.2% | +2.8% |
| 6M | +69.1% | +33.0% | +36.1% | +62.7% |
| YTD | -4.5% | +3.0% | -7.4% | -5.6% |
| 1Y | -1.9% | -3.4% | +1.6% | -2.1% |
| 3Y | -9.3% | +80.1% | -89.5% | -19.8% |
| 5Y | -65.2% | +194.7% | -259.9% | -72.5% |
| 10Y | +467.0% | +512.3% | -45.3% | +244.9% |
| All | +637.6% | +370.9% | +266.8% | +539.8% |
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