+3,310.4%
V vs COR
+2,364.8%
+945.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.7% |
| 7D | +2.2% | +0.8% | +1.4% | +1.9% |
| 30D | +13.6% | +5.1% | +8.4% | +11.6% |
| 3M | +14.3% | +2.8% | +11.5% | +13.0% |
| 6M | +33.1% | +32.5% | +0.6% | +19.8% |
| YTD | +21.2% | -0.7% | +21.9% | +19.4% |
| 1Y | +26.4% | -6.7% | +33.1% | +27.4% |
| 3Y | +77.6% | +73.7% | +3.9% | +38.8% |
| 5Y | +102.6% | +177.9% | -75.3% | +30.5% |
| 10Y | +464.4% | +533.8% | -69.3% | +144.8% |
| All | +3,310.4% | +2,364.8% | +945.6% | +597.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling