+30.8%
XLV vs COR
+84.9%
-54.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | -2.8% | -0.7% | -3.0% |
| 30D | -1.8% | +2.6% | -4.4% | -2.3% |
| 3M | +7.8% | +14.5% | -6.7% | +5.1% |
| 6M | +9.1% | -7.8% | +16.9% | +10.4% |
| YTD | +7.7% | -4.2% | +12.0% | +7.8% |
| 1Y | +20.4% | +7.0% | +13.4% | +17.1% |
| 3Y | +30.8% | +85.5% | -54.8% | +13.7% |
| All | +30.8% | +84.9% | -54.1% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling