+1,117.4%
XLI vs COR
+6,869.1%
-5,751.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.9% |
| 7D | -1.1% | +2.8% | -3.8% | -1.7% |
| 30D | -5.9% | +4.5% | -10.5% | -7.1% |
| 3M | -0.3% | +22.7% | -22.9% | -5.4% |
| 6M | +0.1% | -9.7% | +9.9% | +1.7% |
| YTD | +13.6% | -1.4% | +15.0% | +12.6% |
| 1Y | +17.2% | +13.9% | +3.3% | +11.7% |
| 3Y | +68.2% | +94.0% | -25.8% | +38.6% |
| 5Y | +80.7% | +184.0% | -103.3% | +34.5% |
| 10Y | +253.3% | +406.8% | -153.5% | +121.6% |
| All | +1,117.4% | +6,869.1% | -5,751.7% | +382.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling