+3,958.2%
ADP vs COR
+17,545.2%
-13,587.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.7% |
| 7D | -3.4% | +2.8% | -6.2% | -4.0% |
| 30D | +2.8% | +4.5% | -1.7% | +1.7% |
| 3M | +20.9% | +22.7% | -1.7% | +15.7% |
| 6M | +29.9% | -9.7% | +39.6% | +31.9% |
| YTD | +9.6% | -1.4% | +11.1% | +9.0% |
| 1Y | -5.3% | +13.9% | -19.2% | -8.8% |
| 3Y | +16.5% | +94.0% | -77.5% | -0.5% |
| 5Y | +49.4% | +184.0% | -134.6% | +17.5% |
| 10Y | +282.2% | +406.8% | -124.6% | +162.8% |
| All | +3,958.2% | +17,545.2% | -13,587.0% | +1,729.0% |
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 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