+90.5%
COR vs ALM
+2,118.4%
-2,028.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.3% | -1.9% |
| 7D | +2.8% | -2.6% | +5.4% | +2.8% |
| 30D | +4.5% | +32.0% | -27.5% | +4.4% |
| 3M | +22.7% | -15.0% | +37.7% | +23.0% |
| 6M | -9.7% | -10.1% | +0.4% | -9.8% |
| YTD | -1.4% | +99.4% | -100.9% | -3.2% |
| 1Y | +13.9% | +316.4% | -302.4% | +9.5% |
| All | +90.5% | +2,118.4% | -2,028.0% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 3y: compounded portfolio wealth divided by compounded ALM 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…
3y analysis · Full analysis span regression · 6 months rolling