+5,007.4%
TGT vs COR
+17,545.2%
-12,537.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.1% | +0.6% |
| 7D | +0.8% | +2.8% | -2.0% | +0.2% |
| 30D | +12.2% | +4.5% | +7.7% | +11.1% |
| 3M | +33.8% | +22.7% | +11.1% | +28.3% |
| 6M | +39.3% | -9.7% | +49.0% | +41.1% |
| YTD | +72.9% | -1.4% | +74.3% | +71.7% |
| 1Y | +84.6% | +13.9% | +70.6% | +77.7% |
| 3Y | +46.2% | +94.0% | -47.7% | +24.8% |
| 5Y | -21.3% | +184.0% | -205.4% | -38.1% |
| 10Y | +213.5% | +406.8% | -193.2% | +114.2% |
| All | +5,007.4% | +17,545.2% | -12,537.8% | +1,859.9% |
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