+40.1%
W vs COR
+92.7%
-52.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +1.9% |
| 7D | -4.2% | +2.8% | -6.9% | -3.2% |
| 30D | -7.6% | +4.5% | -12.1% | -6.0% |
| 3M | +37.2% | +22.7% | +14.5% | +47.2% |
| 6M | +26.3% | -9.7% | +36.1% | +21.8% |
| YTD | -1.0% | -1.4% | +0.5% | +0.1% |
| 1Y | +20.1% | +13.9% | +6.2% | +37.2% |
| All | +40.1% | +92.7% | -52.6% | +179.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling