+250.4%
APP vs COR
+193.1%
+57.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.8% |
| 7D | +10.6% | +2.9% | +7.7% | +10.8% |
| 30D | +44.6% | +5.8% | +38.7% | +45.0% |
| 3M | +29.6% | +11.4% | +18.2% | +30.4% |
| 6M | -19.8% | +34.5% | -54.2% | -18.4% |
| YTD | -41.6% | +4.1% | -45.6% | -40.7% |
| 1Y | -32.7% | -3.1% | -29.6% | -32.5% |
| 3Y | +799.0% | +80.9% | +718.2% | +868.9% |
| 5Y | +250.4% | +195.1% | +55.2% | +234.6% |
| All | +250.4% | +193.1% | +57.3% | +234.6% |
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