+152.3%
ACN vs COR
+486.2%
-333.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.7% | -0.8% |
| 7D | -3.8% | +7.8% | -11.7% | -6.5% |
| 30D | +16.5% | +7.0% | +9.5% | +13.7% |
| 3M | +41.5% | +16.3% | +25.2% | +34.1% |
| 6M | +60.1% | +41.3% | +18.8% | +42.1% |
| YTD | -3.9% | +7.1% | -11.1% | -7.5% |
| 1Y | +4.1% | -0.8% | +4.9% | +2.8% |
| 3Y | -15.9% | +85.0% | -100.8% | -35.3% |
| 5Y | -26.3% | +203.9% | -230.2% | -53.9% |
| All | +152.3% | +486.2% | -333.9% | +24.0% |
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