+398.1%
COR vs ALB
+78.9%
+319.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.1% |
| 7D | -1.9% | -4.4% | +2.5% | -1.5% |
| 30D | +1.5% | -1.2% | +2.7% | +1.5% |
| 3M | +18.7% | -13.3% | +32.0% | +19.9% |
| 6M | -9.0% | -19.8% | +10.7% | -7.9% |
| YTD | -3.3% | -7.9% | +4.6% | -3.7% |
| 1Y | +9.8% | +60.2% | -50.3% | +3.1% |
| 3Y | +87.4% | -26.4% | +113.8% | +88.0% |
| 5Y | +180.5% | -42.5% | +223.0% | +180.3% |
| 10Y | +398.1% | +83.0% | +315.1% | +265.3% |
| All | +398.1% | +78.9% | +319.2% | +265.3% |
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