+181.4%
COR vs AG
+12.9%
+168.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -1.8% |
| 7D | +0.8% | +6.3% | -5.5% | +0.7% |
| 30D | +5.1% | -8.9% | +14.1% | +5.2% |
| 3M | +2.8% | -12.2% | +15.0% | +2.9% |
| 6M | +32.5% | -28.3% | +60.8% | +33.0% |
| YTD | -0.7% | -8.8% | +8.2% | -1.3% |
| 1Y | -6.7% | +39.4% | -46.1% | -8.7% |
| 3Y | +73.7% | +229.4% | -155.7% | +60.1% |
| All | +181.4% | +12.9% | +168.4% | +191.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling