+99.5%
U vs COR
+74.4%
+25.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +5.1% |
| 7D | +36.6% | +0.8% | +35.8% | +36.7% |
| 30D | +13.3% | +5.1% | +8.2% | +14.3% |
| 3M | +26.2% | +2.8% | +23.3% | +26.7% |
| 6M | +88.7% | +32.5% | +56.2% | +100.8% |
| YTD | +16.6% | -0.7% | +17.2% | +17.0% |
| 1Y | +29.0% | -6.7% | +35.7% | +27.0% |
| 3Y | +99.5% | +73.7% | +25.8% | +202.2% |
| All | +99.5% | +74.4% | +25.1% | +202.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling