+405.7%
COR vs ACWI
+228.2%
+177.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.8% |
| 7D | +2.8% | +0.5% | +2.3% | +2.5% |
| 30D | +4.5% | +0.9% | +3.7% | +3.9% |
| 3M | +22.7% | +2.4% | +20.3% | +20.4% |
| 6M | -9.7% | +12.4% | -22.1% | -16.7% |
| YTD | -1.4% | +15.2% | -16.6% | -10.5% |
| 1Y | +13.9% | +22.7% | -8.8% | -0.9% |
| 3Y | +94.0% | +75.8% | +18.2% | +28.1% |
| 5Y | +184.0% | +67.7% | +116.3% | +92.5% |
| All | +405.7% | +228.2% | +177.4% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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