-12.2%
TLT vs COR
+469.4%
-481.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.5% |
| 7D | -2.7% | +2.9% | -5.6% | -2.5% |
| 30D | +2.2% | +5.8% | -3.7% | +2.6% |
| 3M | -1.7% | +11.4% | -13.2% | -0.9% |
| 6M | -4.0% | +34.5% | -38.4% | -1.6% |
| YTD | -4.9% | +4.1% | -9.0% | -4.4% |
| 1Y | -7.4% | -3.1% | -4.3% | -7.4% |
| 3Y | +3.0% | +80.9% | -77.8% | +10.1% |
| 5Y | -35.1% | +195.1% | -230.2% | -25.9% |
| All | -12.2% | +469.4% | -481.6% | +10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling