-6.7%
COR vs ADVB
-77.7%
+71.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -1.8% |
| 7D | +0.8% | -13.9% | +14.7% | +0.8% |
| 30D | +5.1% | -68.1% | +73.3% | +5.1% |
| 3M | +2.8% | -73.4% | +76.2% | +2.8% |
| 6M | +32.5% | -70.8% | +103.3% | +33.2% |
| YTD | -0.7% | -66.1% | +65.4% | -0.7% |
| 1Y | -6.7% | -77.5% | +70.8% | -4.8% |
| All | -6.7% | -77.7% | +71.0% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling