+14.1%
XLI vs COR
+8.7%
+5.4%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -2.3% | -4.8% | +2.5% | -2.4% |
| 30D | -8.2% | -3.7% | -4.5% | -8.2% |
| 3M | +0.8% | +14.3% | -13.6% | +0.8% |
| 6M | +0.8% | -8.5% | +9.3% | +2.2% |
| YTD | +10.5% | -4.4% | +14.9% | +12.1% |
| 1Y | +14.1% | +9.1% | +5.0% | +15.2% |
| All | +14.1% | +8.7% | +5.4% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling