+80.1%
COR vs ALK
+21.9%
+58.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.1% | -3.4% | +3.7% |
| 7D | +2.3% | +8.9% | -6.6% | +2.4% |
| 30D | +6.8% | +5.9% | +0.8% | +6.8% |
| 3M | +8.1% | -16.5% | +24.6% | +7.4% |
| 6M | +33.0% | +2.1% | +30.9% | +33.1% |
| YTD | +3.0% | -17.1% | +20.1% | +2.5% |
| 1Y | -3.4% | -2.9% | -0.5% | -3.2% |
| 3Y | +80.1% | +24.5% | +55.7% | +84.3% |
| All | +80.1% | +21.9% | +58.2% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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