+446.2%
APP vs COR
+213.7%
+232.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -4.0% | +35.1% | +30.8% |
| 7D | +39.7% | +2.8% | +36.9% | +39.7% |
| 30D | +27.7% | +7.4% | +20.4% | +28.0% |
| 3M | -14.8% | +7.3% | -22.1% | -14.6% |
| 6M | -25.5% | +11.5% | -37.0% | -25.1% |
| YTD | -47.2% | +1.2% | -48.3% | -46.6% |
| 1Y | -42.3% | -3.3% | -39.0% | -42.0% |
| 3Y | +806.8% | +78.5% | +728.3% | +845.5% |
| 5Y | +261.6% | +183.0% | +78.7% | +250.9% |
| All | +446.2% | +213.7% | +232.4% | +418.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling