+287.8%
COR vs ACI
+25.9%
+261.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.8% |
| 7D | +2.8% | +0.2% | +2.6% | +2.8% |
| 30D | +4.5% | +5.9% | -1.4% | +4.0% |
| 3M | +22.7% | -19.8% | +42.4% | +24.7% |
| 6M | -9.7% | -24.7% | +15.0% | -7.7% |
| YTD | -1.4% | -24.4% | +23.0% | +0.6% |
| 1Y | +13.9% | -31.5% | +45.4% | +17.4% |
| 3Y | +94.0% | -38.7% | +132.6% | +101.4% |
| 5Y | +184.0% | -42.8% | +226.8% | +193.0% |
| All | +287.8% | +25.9% | +261.9% | +292.3% |
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