+36.5%
XLB vs COR
+180.8%
-144.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.6% |
| 7D | -0.2% | -1.9% | +1.6% | +0.1% |
| 30D | -1.7% | +1.5% | -3.3% | -2.0% |
| 3M | +4.4% | +18.7% | -14.3% | +1.1% |
| 6M | +5.0% | -9.0% | +14.1% | +7.0% |
| YTD | +15.5% | -3.3% | +18.8% | +15.6% |
| 1Y | +14.9% | +9.8% | +5.1% | +10.8% |
| 3Y | +34.5% | +87.4% | -52.8% | +4.0% |
| 5Y | +36.5% | +180.5% | -144.0% | -14.0% |
| All | +36.5% | +180.8% | -144.3% | -14.0% |
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