+444.0%
COR vs ALC
+31.8%
+412.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.2% |
| 7D | +0.8% | +4.9% | -4.1% | -0.6% |
| 30D | +5.1% | +19.0% | -13.8% | -0.3% |
| 3M | +2.8% | +7.8% | -4.9% | +0.5% |
| 6M | +32.5% | +14.6% | +18.0% | +26.9% |
| YTD | -0.7% | -4.4% | +3.8% | +0.4% |
| 1Y | -6.7% | +1.4% | -8.1% | -7.4% |
| 3Y | +73.7% | +2.5% | +71.2% | +65.6% |
| 5Y | +177.9% | -10.9% | +188.8% | +174.9% |
| All | +444.0% | +31.8% | +412.2% | +310.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling