+17,914.9%
COR vs ALK
+1,001.7%
+16,913.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -3.6% |
| 7D | +2.8% | +7.1% | -4.3% | +1.8% |
| 30D | +7.4% | -3.0% | +10.4% | +7.7% |
| 3M | +7.3% | -25.6% | +32.9% | +11.4% |
| 6M | +11.5% | +0.5% | +11.0% | +10.2% |
| YTD | +1.2% | -23.1% | +24.2% | +3.0% |
| 1Y | -3.3% | -7.5% | +4.2% | -4.4% |
| 3Y | +78.5% | +15.3% | +63.1% | +64.3% |
| 5Y | +183.0% | -34.8% | +217.8% | +179.4% |
| 10Y | +545.4% | -41.2% | +586.5% | +508.7% |
| All | +17,914.9% | +1,001.7% | +16,913.1% | +11,172.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling