+33.9%
AAPL vs COR
+12.8%
+21.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.7% | -2.5% |
| 7D | +0.1% | +2.8% | -2.7% | +0.1% |
| 30D | +3.0% | +4.5% | -1.6% | +3.0% |
| 3M | +2.9% | +22.7% | -19.8% | +3.3% |
| 6M | +22.1% | -9.7% | +31.8% | +21.3% |
| YTD | +18.0% | -1.4% | +19.4% | +18.3% |
| 1Y | +33.9% | +13.9% | +20.0% | +40.4% |
| All | +33.9% | +12.8% | +21.1% | +40.4% |
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