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  • COR vs ACWI✓SelectedUSD · ACWICOR vs ACWI performance historyLatest closeAs of-1.86%09/04
Stock and ETF performance explorer

COR vs ACWI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,314.5%
ACWI return
+356.8%
Excess return
+1,957.6%
Maximum drawdown
-39.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioACWIExcessAlpha
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%+4.0%
3M+22.7%+2.4%+20.3%+20.5%
6M-9.7%+12.4%-22.1%-16.3%
YTD-1.4%+15.2%-16.6%-9.9%
1Y+13.9%+22.7%-8.8%+0.1%
3Y+94.0%+75.8%+18.2%+34.7%
5Y+184.0%+67.7%+116.3%+100.4%
10Y+406.8%+229.0%+177.8%+138.0%
All+2,314.5%+356.8%+1,957.6%+738.7%

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