+39.3%
COR vs ADVB
-95.9%
+135.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +42.7% | -42.8% | -0.5% |
| 7D | +2.9% | +74.2% | -71.4% | +2.4% |
| 30D | +5.8% | -35.9% | +41.7% | +6.1% |
| 3M | +11.4% | -56.4% | +67.9% | +12.0% |
| 6M | +34.5% | -36.7% | +71.2% | +33.8% |
| YTD | +4.1% | -43.3% | +47.4% | +3.1% |
| 1Y | -3.1% | -63.4% | +60.3% | -2.7% |
| All | +39.3% | -95.9% | +135.1% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling