+77.6%
V vs COR
+74.4%
+3.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | +2.2% | +0.8% | +1.4% | +2.1% |
| 30D | +13.6% | +5.1% | +8.4% | +12.7% |
| 3M | +14.3% | +2.8% | +11.5% | +13.8% |
| 6M | +33.1% | +32.5% | +0.6% | +27.5% |
| YTD | +21.2% | -0.7% | +21.9% | +20.3% |
| 1Y | +26.4% | -6.7% | +33.1% | +27.1% |
| 3Y | +77.6% | +73.7% | +3.9% | +59.4% |
| All | +77.6% | +74.4% | +3.2% | +59.4% |
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 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