+492.2%
COR vs AG
+76.0%
+416.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.4% | +3.0% |
| 7D | +7.8% | -10.0% | +17.8% | +8.1% |
| 30D | +7.0% | -10.5% | +17.5% | +7.2% |
| 3M | +16.3% | -27.3% | +43.5% | +16.9% |
| 6M | +41.3% | -43.0% | +84.3% | +42.8% |
| YTD | +7.1% | -17.9% | +25.0% | +6.7% |
| 1Y | -0.8% | +11.9% | -12.7% | -2.3% |
| 3Y | +85.0% | +201.8% | -116.8% | +73.3% |
| 5Y | +203.9% | -0.1% | +203.9% | +193.5% |
| All | +492.2% | +76.0% | +416.2% | +451.2% |
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