+17,451.9%
COR vs ALB
+3,172.6%
+14,279.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.6% | -1.2% |
| 7D | +2.8% | -8.1% | +10.8% | +4.0% |
| 30D | +4.5% | +6.3% | -1.7% | +3.4% |
| 3M | +22.7% | -23.6% | +46.2% | +27.0% |
| 6M | -9.7% | -24.6% | +14.9% | -7.0% |
| YTD | -1.4% | -10.3% | +8.8% | -1.7% |
| 1Y | +13.9% | +61.5% | -47.5% | +2.4% |
| 3Y | +94.0% | -34.0% | +127.9% | +91.2% |
| 5Y | +184.0% | -44.6% | +228.6% | +176.0% |
| 10Y | +406.8% | +76.1% | +330.7% | +257.6% |
| All | +17,451.9% | +3,172.6% | +14,279.3% | +6,780.8% |
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