+1,477.5%
XLK vs COR
+6,737.3%
-5,259.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.7% |
| 7D | +2.3% | -1.9% | +4.2% | +2.7% |
| 30D | -0.1% | +1.5% | -1.6% | -0.5% |
| 3M | +2.1% | +18.7% | -16.6% | -2.0% |
| 6M | +37.2% | -9.0% | +46.2% | +38.5% |
| YTD | +30.8% | -3.3% | +34.1% | +30.1% |
| 1Y | +42.6% | +9.8% | +32.8% | +37.5% |
| 3Y | +121.8% | +87.4% | +34.4% | +87.0% |
| 5Y | +145.7% | +180.5% | -34.8% | +87.9% |
| 10Y | +782.1% | +398.1% | +383.9% | +477.2% |
| All | +1,477.5% | +6,737.3% | -5,259.8% | +618.5% |
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