+11.5%
COR vs ACWI
+1.0%
+10.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.8% | -0.2% | -5.8% |
| 7D | +2.8% | -4.0% | +6.8% | +0.5% |
| 30D | +7.4% | -5.8% | +13.2% | +3.3% |
| 3M | +7.3% | -5.0% | +12.3% | +4.0% |
| 6M | +11.5% | +0.7% | +10.8% | +20.5% |
| All | +11.5% | +1.0% | +10.5% | +20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling