+2,510.4%
TER vs COR
+18,334.9%
-15,824.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.7% | +9.1% | +11.8% |
| 7D | -5.8% | +2.3% | -8.1% | -6.2% |
| 30D | -38.9% | +6.8% | -45.7% | -39.9% |
| 3M | -35.1% | +8.1% | -43.2% | -36.6% |
| 6M | -31.6% | +33.0% | -64.6% | -37.2% |
| YTD | +27.2% | +3.0% | +24.3% | +23.6% |
| 1Y | +35.2% | -3.4% | +38.6% | +33.4% |
| 3Y | +192.8% | +80.1% | +112.7% | +138.5% |
| 5Y | +72.4% | +194.7% | -122.3% | +21.3% |
| 10Y | +1,001.8% | +512.3% | +489.6% | +513.9% |
| All | +2,510.4% | +18,334.9% | -15,824.4% | +593.9% |
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