+135.4%
XLP vs COR
+505.6%
-370.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | +2.3% | +2.4% | -0.1% | +1.7% |
| 30D | +9.1% | +7.7% | +1.4% | +7.0% |
| 3M | +7.9% | +7.5% | +0.4% | +5.7% |
| 6M | +9.6% | +34.1% | -24.5% | +1.4% |
| YTD | +19.4% | +3.9% | +15.6% | +16.9% |
| 1Y | +22.4% | -3.6% | +26.0% | +22.1% |
| 3Y | +43.2% | +80.5% | -37.3% | +18.4% |
| 5Y | +42.6% | +194.9% | -152.3% | +1.6% |
| 10Y | +135.4% | +486.6% | -351.2% | +39.9% |
| All | +135.4% | +505.6% | -370.2% | +39.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling