+607.6%
TEAM vs COR
+374.9%
+232.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -4.9% | -4.2% |
| 7D | -22.2% | +2.4% | -24.6% | -22.4% |
| 30D | -28.1% | +7.7% | -35.8% | -28.8% |
| 3M | -2.2% | +7.5% | -9.7% | -3.1% |
| 6M | +62.2% | +34.1% | +28.1% | +55.9% |
| YTD | -8.4% | +3.9% | -12.2% | -9.5% |
| 1Y | -6.6% | -3.6% | -3.0% | -6.8% |
| 3Y | -15.7% | +80.5% | -96.2% | -25.5% |
| 5Y | -65.7% | +194.9% | -260.6% | -73.0% |
| 10Y | +441.0% | +486.6% | -45.7% | +235.2% |
| All | +607.6% | +374.9% | +232.7% | +513.1% |
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 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