+69.9%
XLI vs COR
+203.9%
-134.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.3% | -0.8% |
| 7D | +3.8% | +7.8% | -4.1% | +2.5% |
| 30D | +1.0% | +7.0% | -6.0% | 0.0% |
| 3M | -8.9% | +16.3% | -25.2% | -11.0% |
| 6M | -2.3% | +41.3% | -43.6% | -7.8% |
| YTD | +9.7% | +7.1% | +2.5% | +8.2% |
| 1Y | +12.3% | -0.8% | +13.1% | +12.7% |
| 3Y | +71.5% | +85.0% | -13.5% | +40.5% |
| All | +69.9% | +203.9% | -134.0% | +8.6% |
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