-37.8%
U vs COR
+282.6%
-320.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +4.4% | -3.9% | +8.2% | +4.1% |
| 30D | -1.3% | -0.3% | -1.0% | -1.3% |
| 3M | +49.6% | +15.9% | +33.7% | +51.0% |
| 6M | +100.2% | -10.3% | +110.4% | +99.3% |
| YTD | -3.7% | -3.7% | 0.0% | -3.5% |
| 1Y | -6.5% | +9.1% | -15.6% | -5.6% |
| 3Y | +12.9% | +86.6% | -73.7% | +10.9% |
| 5Y | -68.3% | +180.9% | -249.2% | -69.6% |
| All | -37.8% | +282.6% | -320.3% | -35.2% |
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