+2,187.8%
COR vs AG
+294.5%
+1,893.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -1.9% |
| 7D | +0.8% | +6.3% | -5.5% | +0.6% |
| 30D | +5.1% | -8.9% | +14.1% | +5.5% |
| 3M | +2.8% | -12.2% | +15.0% | +3.2% |
| 6M | +32.5% | -28.3% | +60.8% | +33.6% |
| YTD | -0.7% | -8.8% | +8.2% | -1.5% |
| 1Y | -6.7% | +39.4% | -46.1% | -9.3% |
| 3Y | +73.7% | +229.4% | -155.7% | +59.2% |
| 5Y | +177.9% | +14.5% | +163.3% | +164.1% |
| 10Y | +533.8% | +82.7% | +451.0% | +464.0% |
| All | +2,187.8% | +294.5% | +1,893.4% | +1,462.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling