+20.4%
XLV vs COR
+9.0%
+11.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | -2.8% | -0.7% | -3.1% |
| 30D | -1.8% | +2.6% | -4.4% | -2.1% |
| 3M | +7.8% | +14.5% | -6.7% | +5.9% |
| 6M | +9.1% | -7.8% | +16.9% | +9.5% |
| YTD | +7.7% | -4.2% | +12.0% | +7.3% |
| 1Y | +20.4% | +7.0% | +13.4% | +18.1% |
| All | +20.4% | +9.0% | +11.4% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling