+40.1%
ALAB vs COR
+9.1%
+31.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.5% | +3.9% |
| 7D | +9.6% | -3.9% | +13.5% | +7.8% |
| 30D | -5.3% | -0.3% | -4.9% | -5.1% |
| 3M | -12.0% | +15.9% | -27.9% | -7.4% |
| 6M | +145.7% | -10.3% | +156.0% | +160.1% |
| YTD | +80.7% | -3.7% | +84.4% | +98.9% |
| 1Y | +40.1% | +9.1% | +31.0% | +68.1% |
| All | +40.1% | +9.1% | +31.0% | +68.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling