-40.9%
TSCO vs COR
+12.8%
-53.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.3% |
| 7D | +0.8% | +2.8% | -2.0% | +0.5% |
| 30D | +5.5% | +4.5% | +0.9% | +4.8% |
| 3M | +20.0% | +22.7% | -2.7% | +17.1% |
| 6M | -29.8% | -9.7% | -20.1% | -29.9% |
| YTD | -28.7% | -1.4% | -27.2% | -29.4% |
| 1Y | -40.9% | +13.9% | -54.8% | -44.0% |
| All | -40.9% | +12.8% | -53.7% | -44.0% |
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