+290.9%
COR vs ACI
+29.9%
+261.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.5% |
| 7D | +0.8% | -2.2% | +3.0% | +1.1% |
| 30D | +5.1% | +10.3% | -5.2% | +4.1% |
| 3M | +2.8% | +7.2% | -4.4% | +2.1% |
| 6M | +32.5% | -18.0% | +50.5% | +34.4% |
| YTD | -0.7% | -22.0% | +21.3% | +1.1% |
| 1Y | -6.7% | -23.4% | +16.7% | -4.9% |
| 3Y | +73.7% | -35.8% | +109.6% | +79.5% |
| 5Y | +177.9% | -43.7% | +221.5% | +186.7% |
| All | +290.9% | +29.9% | +261.0% | +294.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling