+128.8%
XLP vs COR
+534.3%
-405.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | 0.0% |
| 7D | +0.1% | +2.3% | -2.3% | -0.5% |
| 30D | +8.9% | +6.8% | +2.2% | +7.1% |
| 3M | +7.5% | +8.1% | -0.6% | +5.2% |
| 6M | +9.4% | +33.0% | -23.6% | +1.5% |
| YTD | +19.3% | +3.0% | +16.3% | +17.0% |
| 1Y | +21.7% | -3.4% | +25.1% | +21.4% |
| 3Y | +44.0% | +80.1% | -36.2% | +19.3% |
| 5Y | +42.8% | +194.7% | -152.0% | +2.3% |
| 10Y | +128.8% | +512.3% | -383.5% | +41.3% |
| All | +128.8% | +534.3% | -405.6% | +41.3% |
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