+640.9%
XLU vs COR
+6,708.5%
-6,067.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +0.6% | -3.9% | +4.5% | +1.4% |
| 30D | -0.4% | -0.3% | -0.1% | -0.5% |
| 3M | -1.7% | +15.9% | -17.6% | -4.6% |
| 6M | -7.1% | -10.3% | +3.1% | -5.8% |
| YTD | +1.9% | -3.7% | +5.6% | +1.9% |
| 1Y | +6.1% | +9.1% | -3.0% | +3.5% |
| 3Y | +48.8% | +86.6% | -37.8% | +30.5% |
| 5Y | +43.8% | +180.9% | -137.1% | +16.6% |
| 10Y | +143.2% | +407.4% | -264.3% | +73.8% |
| All | +640.9% | +6,708.5% | -6,067.5% | +274.3% |
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 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