+554.0%
XYZ vs COR
+350.6%
+203.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.3% |
| 7D | +12.1% | +0.8% | +11.3% | +12.0% |
| 30D | +12.4% | +5.1% | +7.2% | +10.8% |
| 3M | +8.2% | +2.8% | +5.3% | +7.3% |
| 6M | +20.7% | +32.5% | -11.9% | +10.1% |
| YTD | +31.3% | -0.7% | +32.0% | +29.8% |
| 1Y | +20.5% | -6.7% | +27.2% | +21.6% |
| 3Y | +72.6% | +73.7% | -1.1% | +35.0% |
| 5Y | -64.0% | +177.9% | -241.9% | -76.7% |
| 10Y | +601.8% | +533.8% | +68.1% | +234.5% |
| All | +554.0% | +350.6% | +203.4% | +208.9% |
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 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