+2,427.5%
ACN vs COR
+3,488.0%
-1,060.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.2% |
| 7D | +0.9% | +0.8% | +0.1% | +0.6% |
| 30D | +33.5% | +5.1% | +28.4% | +31.3% |
| 3M | +53.5% | +2.8% | +50.6% | +52.0% |
| 6M | +52.2% | +32.5% | +19.7% | +39.0% |
| YTD | -0.1% | -0.7% | +0.5% | -0.9% |
| 1Y | +11.0% | -6.7% | +17.7% | +12.2% |
| 3Y | -11.8% | +73.7% | -85.5% | -28.9% |
| 5Y | -22.8% | +177.9% | -200.7% | -47.5% |
| 10Y | +162.4% | +533.8% | -371.3% | +29.8% |
| All | +2,427.5% | +3,488.0% | -1,060.5% | +669.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling