+13.9%
COR vs ALC
-10.2%
+24.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.0% |
| 7D | +2.8% | -2.1% | +4.9% | +3.7% |
| 30D | +4.5% | -0.1% | +4.6% | +4.7% |
| 3M | +22.7% | +5.9% | +16.8% | +19.7% |
| 6M | -9.7% | -15.9% | +6.2% | -7.1% |
| YTD | -1.4% | -10.1% | +8.7% | +2.1% |
| 1Y | +13.9% | -10.2% | +24.1% | +19.1% |
| All | +13.9% | -10.2% | +24.1% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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