+41.7%
TGT vs COR
+84.5%
-42.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.2% |
| 7D | -5.0% | -4.8% | -0.2% | -5.2% |
| 30D | +3.0% | -3.7% | +6.7% | +2.9% |
| 3M | +22.6% | +14.3% | +8.3% | +23.1% |
| 6M | +31.2% | -8.5% | +39.7% | +30.0% |
| YTD | +63.7% | -4.4% | +68.1% | +62.9% |
| 1Y | +78.5% | +9.1% | +69.4% | +79.4% |
| All | +41.7% | +84.5% | -42.8% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling