+2,408.2%
ACN vs COR
+3,651.0%
-1,242.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.3% |
| 7D | +1.6% | +2.4% | -0.9% | +0.7% |
| 30D | +24.6% | +7.7% | +17.0% | +21.5% |
| 3M | +46.2% | +7.5% | +38.7% | +42.6% |
| 6M | +46.2% | +34.1% | +12.0% | +32.8% |
| YTD | -0.9% | +3.9% | -4.7% | -3.2% |
| 1Y | +8.8% | -3.6% | +12.4% | +8.7% |
| 3Y | -14.3% | +80.5% | -94.8% | -31.8% |
| 5Y | -22.6% | +194.9% | -217.5% | -48.4% |
| 10Y | +153.7% | +486.6% | -332.9% | +28.9% |
| All | +2,408.2% | +3,651.0% | -1,242.8% | +652.4% |
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