+220.4%
W vs COR
+489.9%
-269.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -7.4% | -1.2% | -6.2% | -7.0% |
| 30D | +7.8% | +7.6% | +0.2% | +5.7% |
| 3M | +10.9% | +5.0% | +5.9% | +9.3% |
| 6M | +86.4% | +35.3% | +51.1% | +69.0% |
| YTD | +14.0% | +4.2% | +9.8% | +11.5% |
| 1Y | +3.5% | -3.4% | +7.0% | +3.9% |
| 3Y | +164.8% | +81.1% | +83.6% | +99.3% |
| 5Y | -53.1% | +195.8% | -248.9% | -72.8% |
| 10Y | +220.4% | +493.6% | -273.1% | +31.7% |
| All | +220.4% | +489.9% | -269.5% | +31.7% |
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