-6.5%
ASX vs COR
+25.0%
-31.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.8% | +8.2% | +5.1% |
| 7D | -19.9% | +0.8% | -20.7% | -18.1% |
| 30D | -30.9% | +5.1% | -36.0% | -25.9% |
| 3M | -15.1% | +2.8% | -17.9% | -11.1% |
| 6M | -6.5% | +32.5% | -39.0% | +38.7% |
| All | -6.5% | +25.0% | -31.5% | +38.7% |
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 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