+164.2%
XLB vs COR
+505.6%
-341.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.4% |
| 7D | +0.5% | +2.4% | -1.9% | -0.2% |
| 30D | +6.9% | +7.7% | -0.8% | +4.6% |
| 3M | -0.2% | +7.5% | -7.7% | -2.5% |
| 6M | +3.3% | +34.1% | -30.8% | -5.8% |
| YTD | +18.0% | +3.9% | +14.2% | +14.9% |
| 1Y | +24.2% | -3.6% | +27.9% | +23.9% |
| 3Y | +44.7% | +80.5% | -35.8% | +13.6% |
| 5Y | +31.6% | +194.9% | -163.3% | -14.8% |
| 10Y | +164.2% | +486.6% | -322.4% | +37.7% |
| All | +164.2% | +505.6% | -341.4% | +37.7% |
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