+394.2%
COR vs AGI
+388.9%
+5.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.7% |
| 7D | -4.8% | -5.3% | +0.4% | -4.7% |
| 30D | -3.7% | +6.8% | -10.4% | -3.8% |
| 3M | +14.3% | +8.3% | +6.0% | +14.1% |
| 6M | -8.5% | -29.2% | +20.7% | -7.8% |
| YTD | -4.4% | -7.3% | +2.8% | -4.4% |
| 1Y | +9.1% | +8.0% | +1.1% | +8.5% |
| 3Y | +85.2% | +206.6% | -121.4% | +78.4% |
| 5Y | +180.7% | +398.1% | -217.5% | +166.9% |
| All | +394.2% | +388.9% | +5.3% | +376.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling