+520.9%
COR vs ALB
+33.3%
+487.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | +0.8% | +9.1% | -8.2% | +0.1% |
| 30D | +5.1% | -3.4% | +8.5% | +5.4% |
| 3M | +2.8% | -20.6% | +23.4% | +4.6% |
| 6M | +32.5% | -48.2% | +80.7% | +39.7% |
| YTD | -0.7% | -29.2% | +28.6% | +1.1% |
| 1Y | -6.7% | +10.0% | -16.7% | -9.1% |
| 3Y | +73.7% | -12.9% | +86.6% | +66.9% |
| 5Y | +177.9% | -61.3% | +239.1% | +192.2% |
| All | +520.9% | +33.3% | +487.5% | +375.6% |
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