+131.3%
TLT vs COR
+2,925.8%
-2,794.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | -0.2% |
| 7D | +0.1% | +0.8% | -0.7% | +0.2% |
| 30D | +6.2% | +5.1% | +1.0% | +6.7% |
| 3M | +0.1% | +2.8% | -2.8% | +0.4% |
| 6M | -3.0% | +32.5% | -35.5% | -0.1% |
| YTD | -2.7% | -0.7% | -2.1% | -2.4% |
| 1Y | -4.8% | -6.7% | +1.9% | -5.1% |
| 3Y | +6.9% | +73.7% | -66.8% | +14.5% |
| 5Y | -34.5% | +177.9% | -212.3% | -25.4% |
| 10Y | -17.3% | +533.8% | -551.0% | +6.9% |
| All | +131.3% | +2,925.8% | -2,794.5% | +258.5% |
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