+520.8%
APP vs COR
+223.2%
+297.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.4% |
| 7D | +48.9% | -1.2% | +50.1% | +48.9% |
| 30D | +49.4% | +7.6% | +41.8% | +49.8% |
| 3M | +27.0% | +5.0% | +22.0% | +27.1% |
| 6M | -15.4% | +35.3% | -50.7% | -14.6% |
| YTD | -39.9% | +4.2% | -44.1% | -39.1% |
| 1Y | -32.0% | -3.4% | -28.5% | -31.7% |
| 3Y | +824.3% | +81.1% | +743.2% | +866.3% |
| 5Y | +252.4% | +195.8% | +56.6% | +241.5% |
| All | +520.8% | +223.2% | +297.6% | +490.4% |
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