+270.5%
ADP vs COR
+397.4%
-126.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.8% |
| 7D | -5.5% | -1.9% | -3.6% | -4.9% |
| 30D | -1.2% | +1.5% | -2.8% | -1.9% |
| 3M | +17.9% | +18.7% | -0.8% | +11.1% |
| 6M | +20.3% | -9.0% | +29.4% | +23.1% |
| YTD | +5.8% | -3.3% | +9.1% | +5.4% |
| 1Y | -7.7% | +9.8% | -17.6% | -12.5% |
| 3Y | +14.7% | +87.4% | -72.6% | -12.1% |
| 5Y | +45.8% | +180.5% | -134.7% | -5.1% |
| 10Y | +270.5% | +398.1% | -127.6% | +101.5% |
| All | +270.5% | +397.4% | -126.9% | +101.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling