+820.5%
XLB vs COR
+6,869.1%
-6,048.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.5% | +0.1% |
| 7D | -1.4% | +2.8% | -4.2% | -2.0% |
| 30D | -0.4% | +4.5% | -4.9% | -1.5% |
| 3M | +2.0% | +22.7% | -20.7% | -3.0% |
| 6M | +1.8% | -9.7% | +11.6% | +3.4% |
| YTD | +16.6% | -1.4% | +18.0% | +15.6% |
| 1Y | +16.9% | +13.9% | +3.0% | +11.7% |
| 3Y | +32.6% | +94.0% | -61.4% | +10.0% |
| 5Y | +35.6% | +184.0% | -148.4% | +2.2% |
| 10Y | +160.0% | +406.8% | -246.7% | +66.4% |
| All | +820.5% | +6,869.1% | -6,048.6% | +295.8% |
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