+250.2%
XLI vs COR
+405.5%
-155.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -2.3% | -4.8% | +2.5% | -1.0% |
| 30D | -8.2% | -3.7% | -4.5% | -7.3% |
| 3M | +0.8% | +14.3% | -13.6% | -3.4% |
| 6M | +0.8% | -8.5% | +9.3% | +2.5% |
| YTD | +10.5% | -4.4% | +14.9% | +10.4% |
| 1Y | +14.1% | +9.1% | +5.0% | +8.9% |
| 3Y | +68.6% | +85.2% | -16.6% | +32.3% |
| 5Y | +80.4% | +180.7% | -100.3% | +21.4% |
| All | +250.2% | +405.5% | -155.3% | +99.1% |
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