+19.4%
AAPL vs COR
+39.0%
-19.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | -0.1% |
| 7D | +4.1% | +7.8% | -3.7% | +2.9% |
| 30D | +4.0% | +7.0% | -3.0% | +3.0% |
| 3M | +16.8% | +16.3% | +0.5% | +15.0% |
| 6M | +19.4% | +41.3% | -21.9% | +17.8% |
| All | +19.4% | +39.0% | -19.6% | +17.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling