+195.1%
COR vs AGI
+245.8%
-50.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.0% | 0.0% |
| 7D | +2.9% | -7.5% | +10.4% | +3.2% |
| 30D | +5.8% | -9.9% | +15.7% | +6.2% |
| 3M | +11.4% | -14.2% | +25.6% | +11.9% |
| 6M | +34.5% | -35.2% | +69.7% | +36.9% |
| YTD | +4.1% | -25.2% | +29.3% | +4.8% |
| 1Y | -3.1% | -14.3% | +11.2% | -3.6% |
| 3Y | +80.9% | +127.7% | -46.8% | +62.6% |
| 5Y | +195.1% | +243.4% | -48.3% | +154.5% |
| All | +195.1% | +245.8% | -50.7% | +154.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling