+2,378.1%
COR vs ACWI
+330.1%
+2,048.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.8% | -0.2% | -1.9% |
| 7D | +2.8% | -4.0% | +6.8% | +5.2% |
| 30D | +7.4% | -5.8% | +13.2% | +11.0% |
| 3M | +7.3% | -5.0% | +12.3% | +10.3% |
| 6M | +11.5% | +0.7% | +10.8% | +10.1% |
| YTD | +1.2% | +8.4% | -7.3% | -4.4% |
| 1Y | -3.3% | +10.1% | -13.4% | -9.6% |
| 3Y | +78.5% | +70.8% | +7.7% | +25.9% |
| 5Y | +183.0% | +55.4% | +127.6% | +108.6% |
| 10Y | +545.4% | +223.3% | +322.1% | +206.1% |
| All | +2,378.1% | +330.1% | +2,048.0% | +790.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling