+1,986.1%
COR vs ACM
+250.7%
+1,735.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.2% | -1.5% | +2.4% |
| 7D | +2.3% | +6.9% | -4.6% | +0.8% |
| 30D | +6.8% | +19.1% | -12.3% | +2.5% |
| 3M | +8.1% | -6.9% | +15.0% | +9.4% |
| 6M | +33.0% | -12.0% | +45.0% | +35.8% |
| YTD | +3.0% | -25.1% | +28.1% | +8.9% |
| 1Y | -3.4% | -45.4% | +42.0% | +9.7% |
| 3Y | +80.1% | -6.9% | +87.0% | +76.6% |
| 5Y | +194.7% | +3.7% | +191.0% | +178.1% |
| 10Y | +512.3% | +135.8% | +376.5% | +356.1% |
| All | +1,986.1% | +250.7% | +1,735.5% | +1,115.3% |
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