+512.3%
COR vs ACM
+147.1%
+365.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.2% | -1.5% | +2.2% |
| 7D | +2.3% | +6.9% | -4.6% | +0.5% |
| 30D | +6.8% | +19.1% | -12.3% | +1.7% |
| 3M | +8.1% | -6.9% | +15.0% | +9.7% |
| 6M | +33.0% | -12.0% | +45.0% | +36.4% |
| YTD | +3.0% | -25.1% | +28.1% | +10.2% |
| 1Y | -3.4% | -45.4% | +42.0% | +13.1% |
| 3Y | +80.1% | -6.9% | +87.0% | +73.3% |
| 5Y | +194.7% | +3.7% | +191.0% | +167.8% |
| 10Y | +512.3% | +135.8% | +376.5% | +290.8% |
| All | +512.3% | +147.1% | +365.2% | +290.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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