+512.3%
COR vs AG
+77.4%
+434.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +3.6% |
| 7D | +2.3% | +10.8% | -8.5% | +2.1% |
| 30D | +6.8% | -8.2% | +14.9% | +6.9% |
| 3M | +8.1% | -13.7% | +21.8% | +8.3% |
| 6M | +33.0% | -27.3% | +60.3% | +33.6% |
| YTD | +3.0% | -4.6% | +7.5% | +2.2% |
| 1Y | -3.4% | +39.4% | -42.8% | -5.3% |
| 3Y | +80.1% | +244.1% | -164.0% | +68.5% |
| 5Y | +194.7% | +16.8% | +178.0% | +183.9% |
| 10Y | +512.3% | +71.7% | +440.6% | +464.1% |
| All | +512.3% | +77.4% | +434.9% | +464.1% |
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 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