+33.6%
XLY vs COR
+84.9%
-51.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -1.7% | -2.8% | +1.1% | -1.8% |
| 30D | -4.2% | +2.6% | -6.7% | -4.0% |
| 3M | -2.7% | +14.5% | -17.1% | -1.8% |
| 6M | -0.6% | -7.8% | +7.2% | -0.8% |
| YTD | -5.0% | -4.2% | -0.8% | -4.7% |
| 1Y | -4.1% | +7.0% | -11.1% | -2.9% |
| 3Y | +33.6% | +85.5% | -51.9% | +46.2% |
| All | +33.6% | +84.9% | -51.3% | +46.2% |
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