+398.1%
COR vs ACM
+128.0%
+270.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -1.9% | -0.3% | -1.6% | -1.8% |
| 30D | +1.5% | -12.9% | +14.4% | +5.1% |
| 3M | +18.7% | -6.4% | +25.1% | +20.1% |
| 6M | -9.0% | -29.2% | +20.2% | -0.5% |
| YTD | -3.3% | -29.9% | +26.6% | +5.6% |
| 1Y | +9.8% | -47.3% | +57.1% | +29.9% |
| 3Y | +87.4% | -19.6% | +107.0% | +88.7% |
| 5Y | +180.5% | +5.5% | +175.0% | +151.3% |
| 10Y | +398.1% | +129.7% | +268.4% | +209.1% |
| All | +398.1% | +128.0% | +270.2% | +209.1% |
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