-2.4%
AGG vs COR
+179.1%
-181.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.6% |
| 7D | -0.9% | -4.8% | +3.9% | -0.8% |
| 30D | -1.0% | -3.7% | +2.7% | -0.9% |
| 3M | -1.3% | +14.3% | -15.6% | -1.6% |
| 6M | -2.1% | -8.5% | +6.4% | -1.9% |
| YTD | -1.2% | -4.4% | +3.2% | -1.2% |
| 1Y | -0.5% | +9.1% | -9.6% | -0.8% |
| 3Y | +12.4% | +85.2% | -72.8% | +10.7% |
| 5Y | -2.4% | +180.7% | -183.1% | -3.3% |
| All | -2.4% | +179.1% | -181.5% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling