-5.3%
ADP vs COR
+12.8%
-18.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.8% |
| 7D | -3.4% | +2.8% | -6.2% | -3.8% |
| 30D | +2.8% | +4.5% | -1.7% | +2.1% |
| 3M | +20.9% | +22.7% | -1.7% | +18.0% |
| 6M | +29.9% | -9.7% | +39.6% | +28.4% |
| YTD | +9.6% | -1.4% | +11.1% | +7.7% |
| 1Y | -5.3% | +13.9% | -19.2% | -10.1% |
| All | -5.3% | +12.8% | -18.1% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling