+512.3%
COR vs ALB
+38.2%
+474.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +2.3% | +9.5% | -7.1% | +1.5% |
| 30D | +6.8% | -2.1% | +8.9% | +6.9% |
| 3M | +8.1% | -24.1% | +32.2% | +10.5% |
| 6M | +33.0% | -51.0% | +84.0% | +40.9% |
| YTD | +3.0% | -29.3% | +32.3% | +4.8% |
| 1Y | -3.4% | +3.2% | -6.6% | -5.3% |
| 3Y | +80.1% | -9.3% | +89.5% | +71.9% |
| 5Y | +194.7% | -61.6% | +256.4% | +210.6% |
| 10Y | +512.3% | +40.8% | +471.5% | +372.9% |
| All | +512.3% | +38.2% | +474.0% | +372.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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