+194.9%
COR vs ALK
-28.6%
+223.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | +2.4% | +12.9% | -10.5% | +2.0% |
| 30D | +7.7% | +5.5% | +2.1% | +7.4% |
| 3M | +7.5% | -12.1% | +19.6% | +7.7% |
| 6M | +34.1% | +1.7% | +32.4% | +33.7% |
| YTD | +3.9% | -17.4% | +21.3% | +4.0% |
| 1Y | -3.6% | -1.9% | -1.7% | -4.1% |
| 3Y | +80.5% | +21.2% | +59.3% | +71.0% |
| 5Y | +194.9% | -27.8% | +222.7% | +199.2% |
| All | +194.9% | -28.6% | +223.5% | +199.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling