+1,697.2%
ACN vs COR
+3,459.9%
-1,762.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.5% | -2.7% |
| 7D | -1.5% | +2.8% | -4.3% | -2.4% |
| 30D | +9.4% | +4.5% | +4.8% | +7.6% |
| 3M | +5.6% | +22.7% | -17.0% | -1.2% |
| 6M | -9.3% | -9.7% | +0.5% | -6.8% |
| YTD | -29.0% | -1.4% | -27.5% | -29.4% |
| 1Y | -24.7% | +13.9% | -38.6% | -29.0% |
| 3Y | -39.8% | +94.0% | -133.8% | -53.4% |
| 5Y | -40.9% | +184.0% | -224.9% | -60.2% |
| 10Y | +91.1% | +406.8% | -315.6% | +1.1% |
| All | +1,697.2% | +3,459.9% | -1,762.7% | +448.3% |
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