+142.4%
AAPL vs COR
+193.1%
-50.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +3.2% | +2.9% | +0.3% | +2.8% |
| 30D | +4.1% | +5.8% | -1.8% | +3.4% |
| 3M | +17.5% | +11.4% | +6.1% | +16.1% |
| 6M | +20.6% | +34.5% | -13.9% | +16.6% |
| YTD | +31.0% | +4.1% | +26.9% | +30.0% |
| 1Y | +30.2% | -3.1% | +33.4% | +30.6% |
| 3Y | +92.9% | +80.9% | +12.0% | +60.7% |
| 5Y | +142.4% | +195.1% | -52.7% | +66.7% |
| All | +142.4% | +193.1% | -50.6% | +66.7% |
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