+1,106.7%
XLY vs COR
+6,671.6%
-5,564.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -1.7% | -2.8% | +1.1% | -1.1% |
| 30D | -4.2% | +2.6% | -6.7% | -4.7% |
| 3M | -2.7% | +14.5% | -17.1% | -5.8% |
| 6M | -0.6% | -7.8% | +7.2% | +0.3% |
| YTD | -5.0% | -4.2% | -0.8% | -5.2% |
| 1Y | -4.1% | +7.0% | -11.1% | -6.9% |
| 3Y | +33.6% | +85.5% | -51.9% | +12.7% |
| 5Y | +28.7% | +181.2% | -152.5% | -2.1% |
| 10Y | +219.6% | +404.7% | -185.1% | +105.7% |
| All | +1,106.7% | +6,671.6% | -5,564.9% | +417.8% |
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