-28.4%
TGT vs COR
+195.1%
-223.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +2.6% | +2.9% | -0.3% | +2.1% |
| 30D | +6.6% | +5.8% | +0.8% | +5.8% |
| 3M | +5.2% | +11.4% | -6.2% | +3.7% |
| 6M | +35.3% | +34.5% | +0.9% | +29.8% |
| YTD | +70.3% | +4.1% | +66.3% | +68.3% |
| 1Y | +81.2% | -3.1% | +84.3% | +81.2% |
| 3Y | +66.9% | +80.9% | -13.9% | +36.0% |
| All | -28.4% | +195.1% | -223.5% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling