+1,075.5%
XLI vs COR
+7,474.7%
-6,399.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.3% | -1.1% |
| 7D | +3.8% | +7.8% | -4.1% | +1.9% |
| 30D | +1.0% | +7.0% | -6.0% | -0.6% |
| 3M | -8.9% | +16.3% | -25.2% | -12.3% |
| 6M | -2.3% | +41.3% | -43.6% | -10.6% |
| YTD | +9.7% | +7.1% | +2.5% | +6.4% |
| 1Y | +12.3% | -0.8% | +13.1% | +11.0% |
| 3Y | +71.5% | +85.0% | -13.5% | +43.1% |
| 5Y | +70.2% | +203.9% | -133.7% | +24.6% |
| 10Y | +227.5% | +510.3% | -282.8% | +97.6% |
| All | +1,075.5% | +7,474.7% | -6,399.2% | +356.1% |
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 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