+313.7%
ADP vs COR
+534.3%
-220.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -1.7% |
| 7D | +1.1% | +2.3% | -1.2% | +0.2% |
| 30D | +11.5% | +6.8% | +4.7% | +8.9% |
| 3M | +12.0% | +8.1% | +3.9% | +8.7% |
| 6M | +43.8% | +33.0% | +10.8% | +29.6% |
| YTD | +20.1% | +3.0% | +17.1% | +16.8% |
| 1Y | +22.3% | -3.4% | +25.7% | +21.7% |
| 3Y | +43.3% | +80.1% | -36.9% | +10.2% |
| 5Y | +47.3% | +194.7% | -147.4% | -8.0% |
| 10Y | +313.7% | +512.3% | -198.6% | +104.2% |
| All | +313.7% | +534.3% | -220.6% | +104.2% |
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