+3.5%
W vs COR
-3.1%
+6.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -7.4% | -1.2% | -6.2% | -7.2% |
| 30D | +7.8% | +7.6% | +0.2% | +6.9% |
| 3M | +10.9% | +5.0% | +5.9% | +10.0% |
| 6M | +86.4% | +35.3% | +51.1% | +76.1% |
| YTD | +14.0% | +4.2% | +9.8% | +19.0% |
| 1Y | +3.5% | -3.4% | +7.0% | +17.9% |
| All | +3.5% | -3.1% | +6.6% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling