+1,835.2%
TER vs COR
+401.8%
+1,433.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +4.5% |
| 7D | +11.0% | -1.9% | +12.9% | +11.3% |
| 30D | -1.9% | +1.5% | -3.4% | -2.4% |
| 3M | -0.7% | +18.7% | -19.4% | -4.9% |
| 6M | +36.4% | -9.0% | +45.4% | +38.1% |
| YTD | +92.4% | -3.3% | +95.7% | +91.8% |
| 1Y | +213.5% | +9.8% | +203.7% | +201.3% |
| 3Y | +277.2% | +87.4% | +189.9% | +200.1% |
| 5Y | +219.1% | +180.5% | +38.6% | +118.6% |
| All | +1,835.2% | +401.8% | +1,433.4% | +1,043.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling