+164.2%
XLB vs COR
+486.2%
-322.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -1.1% |
| 7D | +0.5% | +7.8% | -7.3% | -1.7% |
| 30D | +5.2% | +7.0% | -1.8% | +3.0% |
| 3M | +0.3% | +16.3% | -16.0% | -4.2% |
| 6M | +1.2% | +41.3% | -40.1% | -9.2% |
| YTD | +16.6% | +7.1% | +9.5% | +12.5% |
| 1Y | +21.4% | -0.8% | +22.3% | +20.1% |
| 3Y | +43.2% | +85.0% | -41.8% | +11.6% |
| 5Y | +28.0% | +203.9% | -175.8% | -17.8% |
| All | +164.2% | +486.2% | -322.0% | +36.3% |
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