+136.0%
XLC vs COR
+412.8%
-276.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.3% |
| 7D | +3.7% | +7.6% | -3.9% | +1.8% |
| 30D | -1.9% | +6.8% | -8.7% | -3.6% |
| 3M | -3.1% | +16.0% | -19.1% | -6.8% |
| 6M | -6.4% | +41.0% | -47.4% | -14.7% |
| YTD | -6.8% | +6.9% | -13.8% | -9.5% |
| 1Y | -1.7% | -1.0% | -0.7% | -2.4% |
| 3Y | +64.7% | +84.6% | -20.0% | +31.5% |
| 5Y | +41.1% | +203.3% | -162.2% | -7.2% |
| All | +136.0% | +412.8% | -276.8% | +19.8% |
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 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