+25.0%
V vs COR
-3.3%
+28.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.4% | +2.9% | -3.2% | -0.8% |
| 30D | +6.3% | +5.8% | +0.5% | +5.4% |
| 3M | +17.2% | +11.4% | +5.7% | +15.4% |
| 6M | +29.2% | +34.5% | -5.2% | +25.2% |
| YTD | +20.8% | +4.1% | +16.7% | +17.5% |
| 1Y | +25.0% | -3.1% | +28.1% | +24.5% |
| All | +25.0% | -3.3% | +28.3% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling