+2,169.9%
COR vs AG
+445.6%
+1,724.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.8% |
| 7D | +2.8% | +1.0% | +1.8% | +2.7% |
| 30D | +4.5% | +19.2% | -14.6% | +3.7% |
| 3M | +22.7% | +6.2% | +16.5% | +22.0% |
| 6M | -9.7% | -26.7% | +16.9% | -9.0% |
| YTD | -1.4% | +26.1% | -27.5% | -3.4% |
| 1Y | +13.9% | +131.7% | -117.7% | +8.2% |
| 3Y | +94.0% | +255.3% | -161.4% | +77.6% |
| 5Y | +184.0% | +61.9% | +122.1% | +166.4% |
| 10Y | +406.8% | +72.0% | +334.7% | +353.9% |
| All | +2,169.9% | +445.6% | +1,724.3% | +1,432.7% |
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