+3.5%
COR vs AG
+29.4%
-25.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.1% | -5.2% | +4.4% |
| 7D | +9.1% | -2.6% | +11.7% | +8.9% |
| 30D | +12.4% | -12.1% | +24.5% | +11.6% |
| 3M | +15.8% | -6.6% | +22.4% | +15.6% |
| 6M | +17.1% | -20.5% | +37.5% | +16.7% |
| YTD | +5.4% | -7.4% | +12.9% | +5.5% |
| 1Y | +3.5% | +33.4% | -29.9% | +5.1% |
| All | +3.5% | +29.4% | -25.8% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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