+148.7%
XLK vs COR
+180.1%
-31.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.2% | -2.8% | +3.0% | +0.3% |
| 30D | -0.6% | +2.6% | -3.2% | -0.8% |
| 3M | +2.6% | +14.5% | -11.9% | +1.4% |
| 6M | +34.0% | -7.8% | +41.8% | +35.8% |
| YTD | +30.7% | -4.2% | +34.9% | +31.7% |
| 1Y | +39.2% | +7.0% | +32.2% | +37.5% |
| 3Y | +120.4% | +85.5% | +34.9% | +82.5% |
| All | +148.7% | +180.1% | -31.3% | +75.7% |
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