+141.5%
W vs COR
+397.4%
-255.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.1% |
| 7D | +6.5% | -1.9% | +8.4% | +7.1% |
| 30D | -6.2% | +1.5% | -7.7% | -6.8% |
| 3M | +48.9% | +18.7% | +30.2% | +40.3% |
| 6M | +31.2% | -9.0% | +40.2% | +33.5% |
| YTD | -0.4% | -3.3% | +2.9% | -0.6% |
| 1Y | +14.8% | +9.8% | +5.0% | +9.8% |
| 3Y | +40.5% | +87.4% | -46.9% | +2.6% |
| 5Y | -62.1% | +180.5% | -242.6% | -77.6% |
| 10Y | +141.5% | +398.1% | -256.6% | +8.9% |
| All | +141.5% | +397.4% | -255.9% | +8.9% |
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