-68.4%
U vs COR
+178.3%
-246.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +5.4% |
| 7D | +36.6% | +0.8% | +35.8% | +36.5% |
| 30D | +13.3% | +5.1% | +8.2% | +13.5% |
| 3M | +26.2% | +2.8% | +23.3% | +26.1% |
| 6M | +88.7% | +32.5% | +56.2% | +91.5% |
| YTD | +16.6% | -0.7% | +17.2% | +16.7% |
| 1Y | +29.0% | -6.7% | +35.7% | +28.9% |
| 3Y | +99.5% | +73.7% | +25.8% | +92.6% |
| All | -68.4% | +178.3% | -246.7% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling