+308.6%
COR vs ACI
+34.0%
+274.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.6% |
| 7D | +2.4% | -0.6% | +3.0% | +2.5% |
| 30D | +7.7% | +9.5% | -1.9% | +6.7% |
| 3M | +7.5% | +10.1% | -2.6% | +6.4% |
| 6M | +34.1% | -15.4% | +49.5% | +35.6% |
| YTD | +3.9% | -19.5% | +23.4% | +5.3% |
| 1Y | -3.6% | -21.0% | +17.3% | -2.1% |
| 3Y | +80.5% | -31.2% | +111.7% | +85.1% |
| 5Y | +194.9% | -40.6% | +235.4% | +203.0% |
| All | +308.6% | +34.0% | +274.7% | +310.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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