-27.4%
U vs COR
+314.0%
-341.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.3% |
| 7D | +16.9% | -1.2% | +18.1% | +16.9% |
| 30D | +6.4% | +7.6% | -1.3% | +6.7% |
| 3M | +13.2% | +5.0% | +8.2% | +13.4% |
| 6M | +84.8% | +35.3% | +49.5% | +87.8% |
| YTD | +12.4% | +4.2% | +8.2% | +12.9% |
| 1Y | +19.8% | -3.4% | +23.2% | +20.0% |
| 3Y | +83.8% | +81.1% | +2.7% | +83.4% |
| 5Y | -72.7% | +195.8% | -268.6% | -73.8% |
| All | -27.4% | +314.0% | -341.3% | -24.2% |
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