+533.2%
XYZ vs COR
+347.1%
+186.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.2% |
| 7D | -1.0% | +2.8% | -3.7% | -1.8% |
| 30D | -1.7% | +4.5% | -6.2% | -3.2% |
| 3M | +16.7% | +22.7% | -5.9% | +9.0% |
| 6M | +26.9% | -9.7% | +36.6% | +29.6% |
| YTD | +27.1% | -1.4% | +28.6% | +25.7% |
| 1Y | +9.3% | +13.9% | -4.7% | +2.4% |
| 3Y | +42.3% | +94.0% | -51.7% | +6.1% |
| 5Y | -69.3% | +184.0% | -253.3% | -80.4% |
| 10Y | +586.8% | +406.8% | +180.0% | +242.8% |
| All | +533.2% | +347.1% | +186.1% | +199.3% |
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