+80.9%
XLI vs COR
+180.2%
-99.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -0.6% | -3.9% | +3.3% | 0.0% |
| 30D | -6.9% | -0.3% | -6.6% | -7.0% |
| 3M | -1.9% | +15.9% | -17.8% | -4.4% |
| 6M | +1.0% | -10.3% | +11.3% | +3.2% |
| YTD | +11.3% | -3.7% | +15.0% | +11.7% |
| 1Y | +15.8% | +9.1% | +6.7% | +12.4% |
| 3Y | +69.8% | +86.6% | -16.8% | +35.2% |
| 5Y | +80.9% | +180.9% | -100.0% | +19.7% |
| All | +80.9% | +180.2% | -99.3% | +19.7% |
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