+139.9%
XLC vs COR
+361.8%
-221.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.4% | -3.9% | +2.5% | -0.4% |
| 30D | -0.9% | -0.3% | -0.6% | -0.9% |
| 3M | -0.3% | +15.9% | -16.2% | -4.3% |
| 6M | -5.2% | -10.3% | +5.1% | -3.1% |
| YTD | -5.3% | -3.7% | -1.6% | -5.5% |
| 1Y | -2.8% | +9.1% | -11.9% | -6.8% |
| 3Y | +71.2% | +86.6% | -15.4% | +34.8% |
| 5Y | +37.6% | +180.9% | -143.3% | -8.0% |
| All | +139.9% | +361.8% | -221.9% | +25.1% |
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