+2,215.6%
TER vs COR
+17,684.4%
-15,468.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.0% |
| 7D | -20.5% | +0.8% | -21.3% | -20.6% |
| 30D | -47.0% | +5.1% | -52.1% | -47.7% |
| 3M | -43.3% | +2.8% | -46.1% | -44.0% |
| 6M | -42.9% | +32.5% | -75.4% | -47.6% |
| YTD | +12.9% | -0.7% | +13.5% | +10.6% |
| 1Y | +18.2% | -6.7% | +24.9% | +17.5% |
| 3Y | +151.8% | +73.7% | +78.1% | +106.7% |
| 5Y | +54.2% | +177.9% | -123.6% | +10.0% |
| 10Y | +908.2% | +533.8% | +374.5% | +454.9% |
| All | +2,215.6% | +17,684.4% | -15,468.8% | +520.4% |
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