+85.0%
COR vs ALB
-14.4%
+99.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.3% | +2.9% |
| 7D | +7.8% | -5.8% | +13.6% | +7.7% |
| 30D | +7.0% | -4.5% | +11.5% | +6.9% |
| 3M | +16.3% | -28.1% | +44.3% | +15.7% |
| 6M | +41.3% | -53.2% | +94.5% | +39.8% |
| YTD | +7.1% | -33.3% | +40.5% | +7.0% |
| 1Y | -0.8% | -17.4% | +16.6% | -0.4% |
| 3Y | +85.0% | -14.1% | +99.1% | +92.3% |
| All | +85.0% | -14.4% | +99.4% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling