-54.2%
W vs COR
+178.3%
-232.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.6% |
| 7D | -3.6% | +0.8% | -4.4% | -3.4% |
| 30D | +7.0% | +5.1% | +1.8% | +7.6% |
| 3M | +7.4% | +2.8% | +4.5% | +7.8% |
| 6M | +69.3% | +32.5% | +36.8% | +74.1% |
| YTD | +11.3% | -0.7% | +11.9% | +12.6% |
| 1Y | +13.2% | -6.7% | +19.9% | +13.1% |
| 3Y | +142.0% | +73.7% | +68.3% | +148.6% |
| All | -54.2% | +178.3% | -232.5% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling