+96.3%
COR vs ALC
-13.3%
+109.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.5% |
| 7D | +2.8% | -2.1% | +4.9% | +3.2% |
| 30D | +4.5% | -0.1% | +4.6% | +4.6% |
| 3M | +22.7% | +5.9% | +16.8% | +21.5% |
| 6M | -9.7% | -15.9% | +6.2% | -8.5% |
| YTD | -1.4% | -10.1% | +8.7% | -0.2% |
| 1Y | +13.9% | -10.2% | +24.1% | +15.3% |
| All | +96.3% | -13.3% | +109.6% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling