+135.9%
XLU vs COR
+406.5%
-270.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.6% | -2.8% | +1.2% | -0.9% |
| 30D | -3.3% | +2.6% | -5.9% | -3.9% |
| 3M | -3.2% | +14.5% | -17.6% | -6.5% |
| 6M | -7.0% | -7.8% | +0.9% | -5.8% |
| YTD | +0.6% | -4.2% | +4.9% | +0.6% |
| 1Y | +2.4% | +7.0% | -4.6% | -0.6% |
| 3Y | +46.3% | +85.5% | -39.3% | +21.8% |
| 5Y | +44.0% | +181.2% | -137.2% | +7.0% |
| All | +135.9% | +406.5% | -270.6% | +64.6% |
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