+88.5%
ACN vs COR
+399.7%
-311.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -6.3% | -3.9% | -2.5% | -5.1% |
| 30D | -1.4% | -0.3% | -1.1% | -1.4% |
| 3M | +2.6% | +15.9% | -13.3% | -2.2% |
| 6M | -14.3% | -10.3% | -4.0% | -11.9% |
| YTD | -33.1% | -3.7% | -29.4% | -33.1% |
| 1Y | -28.8% | +9.1% | -37.9% | -32.0% |
| 3Y | -43.0% | +86.6% | -129.5% | -55.7% |
| 5Y | -44.0% | +180.9% | -224.9% | -62.9% |
| 10Y | +88.5% | +407.4% | -318.9% | +2.8% |
| All | +88.5% | +399.7% | -311.2% | +2.8% |
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 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