+108.3%
V vs COR
+203.9%
-95.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.5% |
| 7D | +0.9% | +7.8% | -6.9% | -1.1% |
| 30D | +9.0% | +7.0% | +2.0% | +7.1% |
| 3M | +16.7% | +16.3% | +0.5% | +12.3% |
| 6M | +33.4% | +41.3% | -7.9% | +22.0% |
| YTD | +22.4% | +7.1% | +15.2% | +18.8% |
| 1Y | +27.7% | -0.8% | +28.5% | +27.0% |
| 3Y | +78.0% | +85.0% | -7.0% | +39.1% |
| All | +108.3% | +203.9% | -95.6% | +24.6% |
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 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