+90.5%
COR vs AG
+274.2%
-183.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.9% |
| 7D | +2.8% | +1.0% | +1.8% | +2.8% |
| 30D | +4.5% | +19.2% | -14.6% | +4.9% |
| 3M | +22.7% | +6.2% | +16.5% | +23.1% |
| 6M | -9.7% | -26.7% | +16.9% | -9.2% |
| YTD | -1.4% | +26.1% | -27.5% | -0.8% |
| 1Y | +13.9% | +131.7% | -117.7% | +14.3% |
| All | +90.5% | +274.2% | -183.8% | +91.6% |
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