-3.1%
COR vs ADVB
-61.6%
+58.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +42.7% | -42.8% | -0.1% |
| 7D | +2.9% | +74.2% | -71.4% | +2.9% |
| 30D | +5.8% | -35.9% | +41.7% | +5.8% |
| 3M | +11.4% | -56.4% | +67.9% | +11.4% |
| 6M | +34.5% | -36.7% | +71.2% | +34.9% |
| YTD | +4.1% | -43.3% | +47.4% | +4.0% |
| 1Y | -3.1% | -63.4% | +60.3% | -0.5% |
| All | -3.1% | -61.6% | +58.5% | -0.5% |
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