+485.6%
COR vs ALC
+30.4%
+455.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.2% | -0.4% | +1.8% |
| 7D | +7.6% | -1.1% | +8.7% | +8.0% |
| 30D | +6.8% | +16.0% | -9.2% | +2.0% |
| 3M | +16.0% | +0.8% | +15.2% | +15.6% |
| 6M | +41.0% | +16.8% | +24.2% | +34.3% |
| YTD | +6.9% | -5.5% | +12.4% | +8.4% |
| 1Y | -1.0% | -5.3% | +4.2% | +0.2% |
| 3Y | +84.6% | +4.1% | +80.6% | +74.9% |
| 5Y | +203.3% | -7.1% | +210.3% | +194.1% |
| All | +485.6% | +30.4% | +455.2% | +343.7% |
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