-12.6%
TLT vs COR
+485.1%
-497.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.2% |
| 7D | -3.1% | +7.6% | -10.7% | -2.6% |
| 30D | +1.0% | +6.8% | -5.8% | +1.6% |
| 3M | -2.7% | +16.0% | -18.8% | -1.6% |
| 6M | -4.1% | +41.0% | -45.2% | -1.4% |
| YTD | -5.4% | +6.9% | -12.3% | -4.6% |
| 1Y | -7.0% | -1.0% | -6.0% | -6.9% |
| 3Y | +2.8% | +84.6% | -81.8% | +10.1% |
| 5Y | -35.4% | +203.3% | -238.7% | -26.0% |
| All | -12.6% | +485.1% | -497.7% | +9.8% |
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 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