+512.3%
COR vs ACWI
+226.8%
+285.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.0% | +2.1% |
| 7D | +2.3% | +0.3% | +2.0% | +2.2% |
| 30D | +6.8% | -2.8% | +9.6% | +8.6% |
| 3M | +8.1% | -3.2% | +11.3% | +10.0% |
| 6M | +33.0% | +1.3% | +31.7% | +31.2% |
| YTD | +3.0% | +11.2% | -8.2% | -4.6% |
| 1Y | -3.4% | +13.8% | -17.2% | -11.9% |
| 3Y | +80.1% | +76.2% | +3.9% | +18.4% |
| 5Y | +194.7% | +59.5% | +135.3% | +107.1% |
| 10Y | +512.3% | +222.2% | +290.1% | +152.6% |
| All | +512.3% | +226.8% | +285.4% | +152.6% |
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