+527.5%
APP vs COR
+232.2%
+295.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.0% | +1.0% | +4.1% |
| 7D | +4.6% | +7.8% | -3.3% | +5.1% |
| 30D | +56.0% | +7.0% | +49.0% | +56.5% |
| 3M | +30.8% | +16.3% | +14.6% | +31.7% |
| 6M | -9.8% | +41.3% | -51.1% | -8.7% |
| YTD | -39.3% | +7.1% | -46.4% | -38.4% |
| 1Y | -26.4% | -0.8% | -25.6% | -26.1% |
| 3Y | +887.9% | +85.0% | +802.9% | +934.8% |
| 5Y | +264.1% | +203.9% | +60.2% | +253.5% |
| All | +527.5% | +232.2% | +295.2% | +497.7% |
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