-40.4%
ACN vs COR
+186.2%
-226.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.5% | -2.8% |
| 7D | -1.5% | +2.8% | -4.3% | -2.2% |
| 30D | +9.4% | +4.5% | +4.8% | +7.9% |
| 3M | +5.6% | +22.7% | -17.0% | +0.2% |
| 6M | -9.3% | -9.7% | +0.5% | -8.0% |
| YTD | -29.0% | -1.4% | -27.5% | -29.7% |
| 1Y | -24.7% | +13.9% | -38.6% | -28.7% |
| 3Y | -39.8% | +94.0% | -133.8% | -53.8% |
| All | -40.4% | +186.2% | -226.6% | -61.6% |
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