+7.8%
XLP vs COR
+12.8%
-5.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.6% |
| 7D | -1.0% | +2.8% | -3.8% | -1.3% |
| 30D | -0.9% | +4.5% | -5.4% | -1.4% |
| 3M | +3.8% | +22.7% | -18.9% | +1.9% |
| 6M | -1.7% | -9.7% | +8.0% | -1.5% |
| YTD | +10.3% | -1.4% | +11.7% | +9.4% |
| 1Y | +7.8% | +13.9% | -6.1% | +3.0% |
| All | +7.8% | +12.8% | -5.0% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling