+163.6%
W vs COR
+494.4%
-330.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +3.1% |
| 7D | -4.2% | +2.8% | -6.9% | -5.0% |
| 30D | -7.6% | +4.5% | -12.1% | -9.0% |
| 3M | +37.2% | +22.7% | +14.5% | +27.8% |
| 6M | +26.3% | -9.7% | +36.1% | +28.9% |
| YTD | -1.0% | -1.4% | +0.5% | -1.8% |
| 1Y | +20.1% | +13.9% | +6.2% | +13.3% |
| 3Y | +37.8% | +94.0% | -56.2% | -0.6% |
| 5Y | -63.7% | +184.0% | -247.7% | -78.4% |
| 10Y | +156.3% | +406.8% | -250.4% | +10.0% |
| All | +163.6% | +494.4% | -330.8% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling