+30.1%
XYZ vs COR
-3.1%
+33.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -2.2% | -1.2% | -1.0% | -2.0% |
| 30D | +11.6% | +7.6% | +4.0% | +10.9% |
| 3M | +8.4% | +5.0% | +3.4% | +7.8% |
| 6M | +17.2% | +35.3% | -18.1% | +14.5% |
| YTD | +31.7% | +4.2% | +27.5% | +32.1% |
| 1Y | +30.1% | -3.4% | +33.5% | +33.9% |
| All | +30.1% | -3.1% | +33.1% | +33.9% |
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