+520.9%
COR vs ALLY
+189.4%
+331.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.5% |
| 7D | +0.8% | +0.9% | -0.1% | +0.7% |
| 30D | +5.1% | +3.1% | +2.1% | +4.6% |
| 3M | +2.8% | -12.6% | +15.4% | +5.0% |
| 6M | +32.5% | -12.4% | +45.0% | +35.0% |
| YTD | -0.7% | -13.2% | +12.5% | +0.9% |
| 1Y | -6.7% | +1.8% | -8.5% | -7.9% |
| 3Y | +73.7% | +58.0% | +15.8% | +51.9% |
| 5Y | +177.9% | -8.4% | +186.3% | +167.4% |
| All | +520.9% | +189.4% | +331.5% | +242.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling