+9.8%
COR vs ALB
+59.9%
-50.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -1.9% |
| 7D | -1.9% | -4.4% | +2.5% | -1.9% |
| 30D | +1.5% | -1.2% | +2.7% | +1.5% |
| 3M | +18.7% | -13.3% | +32.0% | +18.9% |
| 6M | -9.0% | -19.8% | +10.7% | -8.6% |
| YTD | -3.3% | -7.9% | +4.6% | -2.3% |
| 1Y | +9.8% | +60.2% | -50.3% | +16.0% |
| All | +9.8% | +59.9% | -50.0% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling