+492.2%
COR vs AA
+42.1%
+450.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.7% | +3.1% |
| 7D | +7.8% | +0.5% | +7.3% | +7.8% |
| 30D | +7.0% | -0.6% | +7.6% | +7.0% |
| 3M | +16.3% | -19.7% | +35.9% | +18.4% |
| 6M | +41.3% | -41.6% | +82.9% | +47.4% |
| YTD | +7.1% | -24.6% | +31.8% | +8.5% |
| 1Y | -0.8% | +4.9% | -5.7% | -2.9% |
| 3Y | +85.0% | +66.8% | +18.2% | +64.9% |
| 5Y | +203.9% | -19.4% | +223.3% | +185.6% |
| All | +492.2% | +42.1% | +450.0% | +328.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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