+181.4%
COR vs ALK
-34.8%
+216.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | +0.8% | +9.0% | -8.2% | +0.6% |
| 30D | +5.1% | -1.6% | +6.8% | +5.1% |
| 3M | +2.8% | -23.2% | +26.0% | +3.3% |
| 6M | +32.5% | -3.9% | +36.4% | +32.4% |
| YTD | -0.7% | -22.6% | +21.9% | -0.3% |
| 1Y | -6.7% | -5.3% | -1.4% | -7.0% |
| 3Y | +73.7% | +18.6% | +55.1% | +64.0% |
| All | +181.4% | -34.8% | +216.1% | +186.8% |
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