+486.6%
COR vs AA
+45.1%
+441.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +1.3% |
| 7D | +2.4% | +1.2% | +1.2% | +2.3% |
| 30D | +7.7% | -5.0% | +12.7% | +8.1% |
| 3M | +7.5% | -22.2% | +29.7% | +9.8% |
| 6M | +34.1% | -36.3% | +70.5% | +38.8% |
| YTD | +3.9% | -24.2% | +28.0% | +5.1% |
| 1Y | -3.6% | +3.9% | -7.5% | -5.6% |
| 3Y | +80.5% | +67.6% | +12.9% | +60.9% |
| 5Y | +194.9% | -8.8% | +203.7% | +171.6% |
| 10Y | +486.6% | +45.0% | +441.7% | +321.8% |
| All | +486.6% | +45.1% | +441.6% | +321.8% |
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