+153.7%
ACN vs COR
+505.6%
-351.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.3% |
| 7D | +1.6% | +2.4% | -0.9% | +0.6% |
| 30D | +24.6% | +7.7% | +17.0% | +21.3% |
| 3M | +46.2% | +7.5% | +38.7% | +42.3% |
| 6M | +46.2% | +34.1% | +12.0% | +32.2% |
| YTD | -0.9% | +3.9% | -4.7% | -3.4% |
| 1Y | +8.8% | -3.6% | +12.4% | +8.5% |
| 3Y | -14.3% | +80.5% | -94.8% | -33.4% |
| 5Y | -22.6% | +194.9% | -217.5% | -50.9% |
| 10Y | +153.7% | +486.6% | -332.9% | +26.9% |
| All | +153.7% | +505.6% | -351.9% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling