+37.7%
XLC vs COR
+184.0%
-146.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.0% |
| 7D | -0.8% | +2.8% | -3.6% | -1.1% |
| 30D | +1.0% | +4.5% | -3.5% | +0.5% |
| 3M | -0.7% | +22.7% | -23.4% | -3.0% |
| 6M | -5.1% | -9.7% | +4.6% | -3.8% |
| YTD | -4.3% | -1.4% | -2.9% | -4.3% |
| 1Y | -0.6% | +13.9% | -14.5% | -3.0% |
| 3Y | +72.7% | +94.0% | -21.3% | +45.8% |
| All | +37.7% | +184.0% | -146.3% | +0.6% |
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