+65.0%
XLF vs COR
+179.1%
-114.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -2.9% | -4.8% | +1.9% | -1.9% |
| 30D | -1.6% | -3.7% | +2.1% | -0.9% |
| 3M | +9.3% | +14.3% | -5.1% | +6.0% |
| 6M | +14.6% | -8.5% | +23.1% | +16.5% |
| YTD | +4.7% | -4.4% | +9.1% | +4.8% |
| 1Y | +8.6% | +9.1% | -0.5% | +4.1% |
| 3Y | +73.9% | +85.2% | -11.3% | +33.0% |
| 5Y | +65.0% | +180.7% | -115.6% | +1.5% |
| All | +65.0% | +179.1% | -114.1% | +1.5% |
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