-7.0%
TLT vs COR
-0.1%
-6.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.5% |
| 7D | -3.1% | +7.8% | -10.9% | -3.3% |
| 30D | +1.0% | +7.0% | -6.0% | +0.9% |
| 3M | -2.7% | +16.3% | -19.0% | -3.0% |
| 6M | -4.1% | +41.3% | -45.4% | -4.7% |
| YTD | -5.4% | +7.1% | -12.5% | -5.3% |
| 1Y | -7.0% | -0.8% | -6.2% | -6.8% |
| All | -7.0% | -0.1% | -6.9% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling