+17,590.3%
COR vs AA
+144.0%
+17,446.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.2% |
| 7D | +0.8% | +0.9% | -0.1% | +0.7% |
| 30D | +5.1% | -6.7% | +11.8% | +6.0% |
| 3M | +2.8% | -16.3% | +19.2% | +5.0% |
| 6M | +32.5% | -37.1% | +69.7% | +39.3% |
| YTD | -0.7% | -25.0% | +24.4% | +1.3% |
| 1Y | -6.7% | +8.6% | -15.3% | -9.7% |
| 3Y | +73.7% | +57.2% | +16.5% | +52.1% |
| 5Y | +177.9% | -13.0% | +190.9% | +152.3% |
| 10Y | +533.8% | +65.5% | +468.2% | +360.9% |
| All | +17,590.3% | +144.0% | +17,446.3% | +10,941.8% |
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