+318.8%
ADP vs COR
+489.9%
-171.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.9% | -1.2% | +2.1% | +1.3% |
| 30D | +11.9% | +7.6% | +4.3% | +8.9% |
| 3M | +13.7% | +5.0% | +8.7% | +11.5% |
| 6M | +46.8% | +35.3% | +11.5% | +31.5% |
| YTD | +21.8% | +4.2% | +17.6% | +17.9% |
| 1Y | +23.5% | -3.4% | +27.0% | +23.0% |
| 3Y | +44.1% | +81.1% | -37.0% | +10.5% |
| 5Y | +49.9% | +195.8% | -145.9% | -6.7% |
| 10Y | +318.8% | +493.6% | -174.8% | +105.0% |
| All | +318.8% | +489.9% | -171.2% | +105.0% |
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