-16.6%
APP vs COR
+25.0%
-41.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.8% | +11.7% | +9.0% |
| 7D | +71.2% | +0.8% | +70.4% | +68.7% |
| 30D | +39.1% | +5.1% | +33.9% | +38.6% |
| 3M | +16.5% | +2.8% | +13.7% | +15.6% |
| 6M | -16.6% | +32.5% | -49.1% | -4.5% |
| All | -16.6% | +25.0% | -41.5% | -4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling