+484.0%
V vs COR
+486.2%
-2.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.4% |
| 7D | +0.9% | +7.8% | -6.9% | -1.5% |
| 30D | +9.0% | +7.0% | +2.0% | +6.7% |
| 3M | +16.7% | +16.3% | +0.5% | +11.2% |
| 6M | +33.4% | +41.3% | -7.9% | +19.3% |
| YTD | +22.4% | +7.1% | +15.2% | +17.9% |
| 1Y | +27.7% | -0.8% | +28.5% | +26.2% |
| 3Y | +78.0% | +85.0% | -7.0% | +39.7% |
| 5Y | +108.5% | +203.9% | -95.3% | +35.8% |
| All | +484.0% | +486.2% | -2.2% | +206.8% |
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