+561.3%
XLP vs COR
+7,053.0%
-6,491.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.3% | 0.0% |
| 7D | +3.5% | +2.8% | +0.7% | +2.9% |
| 30D | +11.6% | +7.4% | +4.2% | +10.1% |
| 3M | +7.6% | +7.3% | +0.4% | +6.1% |
| 6M | +10.0% | +11.5% | -1.5% | +7.2% |
| YTD | +19.7% | +1.2% | +18.6% | +18.5% |
| 1Y | +23.5% | -3.3% | +26.8% | +23.1% |
| 3Y | +44.0% | +78.5% | -34.5% | +26.9% |
| 5Y | +42.7% | +183.0% | -140.3% | +14.9% |
| 10Y | +131.3% | +545.4% | -414.0% | +56.9% |
| All | +561.3% | +7,053.0% | -6,491.7% | +202.1% |
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