+85.0%
COR vs AG
+195.3%
-110.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.4% | +2.9% |
| 7D | +7.8% | -10.0% | +17.8% | +7.7% |
| 30D | +7.0% | -10.5% | +17.5% | +6.8% |
| 3M | +16.3% | -27.3% | +43.5% | +15.7% |
| 6M | +41.3% | -43.0% | +84.3% | +40.6% |
| YTD | +7.1% | -17.9% | +25.0% | +6.9% |
| 1Y | -0.8% | +11.9% | -12.7% | -1.2% |
| 3Y | +85.0% | +201.8% | -116.8% | +84.6% |
| All | +85.0% | +195.3% | -110.3% | +84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling