+98.1%
AGG vs COR
+3,661.9%
-3,563.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.1% |
| 7D | +0.1% | -1.9% | +2.0% | +0.1% |
| 30D | -0.4% | +1.5% | -1.9% | -0.4% |
| 3M | -0.3% | +18.7% | -19.0% | -0.2% |
| 6M | -1.2% | -9.0% | +7.8% | -1.2% |
| YTD | -0.4% | -3.3% | +2.9% | -0.3% |
| 1Y | +0.4% | +9.8% | -9.4% | +0.5% |
| 3Y | +13.4% | +87.4% | -73.9% | +13.9% |
| 5Y | -1.4% | +180.5% | -181.9% | -0.6% |
| 10Y | +14.8% | +398.1% | -383.3% | +16.7% |
| All | +98.1% | +3,661.9% | -3,563.8% | +104.0% |
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