+42.8%
XLP vs COR
+192.5%
-149.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.1% |
| 7D | +0.1% | +2.3% | -2.3% | -0.5% |
| 30D | +8.9% | +6.8% | +2.2% | +7.4% |
| 3M | +7.5% | +8.1% | -0.6% | +5.5% |
| 6M | +9.4% | +33.0% | -23.6% | +2.6% |
| YTD | +19.3% | +3.0% | +16.3% | +17.4% |
| 1Y | +21.7% | -3.4% | +25.1% | +21.8% |
| 3Y | +44.0% | +80.1% | -36.2% | +16.7% |
| 5Y | +42.8% | +194.7% | -152.0% | -6.8% |
| All | +42.8% | +192.5% | -149.7% | -6.8% |
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