+1,896.8%
COR vs ACM
+230.8%
+1,666.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +2.8% | -3.7% | +6.5% | +3.7% |
| 30D | +4.5% | -11.1% | +15.6% | +7.1% |
| 3M | +22.7% | -8.0% | +30.7% | +24.4% |
| 6M | -9.7% | -29.7% | +19.9% | -2.8% |
| YTD | -1.4% | -29.4% | +27.9% | +5.7% |
| 1Y | +13.9% | -46.4% | +60.4% | +29.9% |
| 3Y | +94.0% | -22.3% | +116.3% | +98.7% |
| 5Y | +184.0% | +4.5% | +179.5% | +167.0% |
| 10Y | +406.8% | +127.6% | +279.1% | +280.7% |
| All | +1,896.8% | +230.8% | +1,666.0% | +1,080.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling