-63.9%
XYZ vs COR
+178.3%
-242.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.1% |
| 7D | +12.1% | +0.8% | +11.3% | +12.2% |
| 30D | +12.4% | +5.1% | +7.2% | +11.7% |
| 3M | +8.2% | +2.8% | +5.3% | +7.8% |
| 6M | +20.7% | +32.5% | -11.9% | +14.9% |
| YTD | +31.3% | -0.7% | +32.0% | +31.1% |
| 1Y | +20.5% | -6.7% | +27.2% | +22.0% |
| 3Y | +72.6% | +73.7% | -1.1% | +35.3% |
| All | -63.9% | +178.3% | -242.2% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling