+217.0%
W vs COR
+505.6%
-288.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.0% |
| 7D | +1.1% | +2.4% | -1.3% | +0.5% |
| 30D | +6.4% | +7.7% | -1.3% | +4.3% |
| 3M | +9.0% | +7.5% | +1.5% | +6.7% |
| 6M | +69.8% | +34.1% | +35.7% | +54.4% |
| YTD | +12.1% | +3.9% | +8.2% | +9.7% |
| 1Y | 0.0% | -3.6% | +3.7% | +0.5% |
| 3Y | +160.3% | +80.5% | +79.8% | +96.2% |
| 5Y | -53.3% | +194.9% | -248.1% | -72.9% |
| 10Y | +217.0% | +486.6% | -269.7% | +30.3% |
| All | +217.0% | +505.6% | -288.7% | +30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling