+32.6%
XYZ vs COR
-2.4%
+34.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.7% | -0.1% | +3.0% |
| 7D | +14.9% | +2.3% | +12.5% | +14.7% |
| 30D | +14.7% | +6.8% | +7.9% | +14.1% |
| 3M | +12.1% | +8.1% | +4.0% | +11.5% |
| 6M | +18.3% | +33.0% | -14.7% | +16.0% |
| YTD | +36.1% | +3.0% | +33.1% | +36.8% |
| All | +32.6% | -2.4% | +34.9% | +35.6% |
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