+2,926.4%
V vs COR
+2,345.5%
+580.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.3% |
| 7D | -1.7% | +2.8% | -4.5% | -2.7% |
| 30D | +2.0% | +4.5% | -2.6% | +0.2% |
| 3M | +17.4% | +22.7% | -5.3% | +8.7% |
| 6M | +17.5% | -9.7% | +27.2% | +20.6% |
| YTD | +7.6% | -1.4% | +9.0% | +6.3% |
| 1Y | +7.7% | +13.9% | -6.2% | +0.3% |
| 3Y | +54.7% | +94.0% | -39.3% | +15.6% |
| 5Y | +73.0% | +184.0% | -111.0% | +10.4% |
| 10Y | +390.9% | +406.8% | -15.9% | +133.5% |
| All | +2,926.4% | +2,345.5% | +580.9% | +520.5% |
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 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