+17,451.9%
COR vs ALK
+1,096.8%
+16,355.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.1% |
| 7D | +2.8% | -0.7% | +3.4% | +2.8% |
| 30D | +4.5% | -19.2% | +23.8% | +7.5% |
| 3M | +22.7% | -1.5% | +24.2% | +22.2% |
| 6M | -9.7% | -13.1% | +3.3% | -9.2% |
| YTD | -1.4% | -16.4% | +15.0% | -0.6% |
| 1Y | +13.9% | -33.1% | +47.0% | +18.0% |
| 3Y | +94.0% | +0.6% | +93.3% | +82.7% |
| 5Y | +184.0% | -26.4% | +210.4% | +175.6% |
| 10Y | +406.8% | -34.2% | +440.9% | +371.2% |
| All | +17,451.9% | +1,096.8% | +16,355.1% | +10,778.0% |
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