+243.6%
W vs COR
+534.3%
-290.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.7% | +0.9% | +3.5% |
| 7D | +3.3% | +2.3% | +1.0% | +2.8% |
| 30D | +10.5% | +6.8% | +3.8% | +8.6% |
| 3M | +9.6% | +8.1% | +1.5% | +7.1% |
| 6M | +76.4% | +33.0% | +43.4% | +60.7% |
| YTD | +16.4% | +3.0% | +13.4% | +14.3% |
| 1Y | +9.3% | -3.4% | +12.8% | +9.7% |
| 3Y | +172.8% | +80.1% | +92.7% | +105.2% |
| 5Y | -53.4% | +194.7% | -248.1% | -73.0% |
| 10Y | +243.6% | +512.3% | -268.6% | +37.2% |
| All | +243.6% | +534.3% | -290.7% | +37.2% |
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