+407.4%
COR vs A
+236.6%
+170.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | -3.9% | -4.4% | +0.5% | -2.8% |
| 30D | -0.3% | -2.7% | +2.3% | +0.2% |
| 3M | +15.9% | +7.0% | +8.8% | +13.6% |
| 6M | -10.3% | +24.6% | -34.9% | -16.0% |
| YTD | -3.7% | +7.0% | -10.7% | -6.3% |
| 1Y | +9.1% | +15.6% | -6.5% | +3.5% |
| 3Y | +86.6% | +29.9% | +56.6% | +64.1% |
| 5Y | +180.9% | -15.4% | +196.3% | +185.0% |
| 10Y | +407.4% | +248.9% | +158.6% | +176.1% |
| All | +407.4% | +236.6% | +170.8% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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