+444.2%
V vs COR
+534.3%
-90.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -1.3% |
| 7D | -0.8% | +2.3% | -3.1% | -1.5% |
| 30D | +9.5% | +6.8% | +2.8% | +7.3% |
| 3M | +16.7% | +8.1% | +8.6% | +13.7% |
| 6M | +32.9% | +33.0% | -0.1% | +21.3% |
| YTD | +21.1% | +3.0% | +18.1% | +18.2% |
| 1Y | +26.6% | -3.4% | +30.1% | +26.2% |
| 3Y | +78.4% | +80.1% | -1.8% | +41.6% |
| 5Y | +105.5% | +194.7% | -89.3% | +36.2% |
| 10Y | +444.2% | +512.3% | -68.0% | +206.6% |
| All | +444.2% | +534.3% | -90.1% | +206.6% |
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