+398.1%
COR vs AG
+57.4%
+340.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.9% |
| 7D | -1.9% | +4.5% | -6.4% | -2.0% |
| 30D | +1.5% | +12.9% | -11.3% | +1.2% |
| 3M | +18.7% | +20.9% | -2.3% | +17.9% |
| 6M | -9.0% | -19.5% | +10.5% | -8.6% |
| YTD | -3.3% | +24.8% | -28.1% | -4.7% |
| 1Y | +9.8% | +120.2% | -110.4% | +5.6% |
| 3Y | +87.4% | +279.0% | -191.6% | +73.4% |
| 5Y | +180.5% | +67.9% | +112.6% | +166.1% |
| 10Y | +398.1% | +57.5% | +340.6% | +351.4% |
| All | +398.1% | +57.4% | +340.8% | +351.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling