+17,451.9%
COR vs AA
+207.5%
+17,244.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.3% | -1.6% |
| 7D | +2.8% | -0.7% | +3.5% | +2.9% |
| 30D | +4.5% | +5.0% | -0.5% | +3.8% |
| 3M | +22.7% | -35.8% | +58.5% | +29.1% |
| 6M | -9.7% | -18.4% | +8.7% | -8.5% |
| YTD | -1.4% | -5.5% | +4.0% | -2.3% |
| 1Y | +13.9% | +61.0% | -47.0% | +4.4% |
| 3Y | +94.0% | +66.2% | +27.7% | +68.7% |
| 5Y | +184.0% | +11.4% | +172.6% | +148.8% |
| 10Y | +406.8% | +116.9% | +289.9% | +255.1% |
| All | +17,451.9% | +207.5% | +17,244.3% | +10,551.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling