+18,237.3%
COR vs ALB
+2,477.4%
+15,759.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +2.3% | +9.5% | -7.1% | +1.0% |
| 30D | +6.8% | -2.1% | +8.9% | +7.0% |
| 3M | +8.1% | -24.1% | +32.2% | +12.2% |
| 6M | +33.0% | -51.0% | +84.0% | +46.7% |
| YTD | +3.0% | -29.3% | +32.3% | +6.1% |
| 1Y | -3.4% | +3.2% | -6.6% | -6.5% |
| 3Y | +80.1% | -9.3% | +89.5% | +66.2% |
| 5Y | +194.7% | -61.6% | +256.4% | +204.7% |
| 10Y | +512.3% | +40.8% | +471.5% | +346.0% |
| All | +18,237.3% | +2,477.4% | +15,759.9% | +7,328.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling