+206.1%
COR vs ALM
+410.2%
-204.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.7% | -4.8% | +2.9% |
| 7D | +7.8% | +1.2% | +6.6% | +7.8% |
| 30D | +7.0% | -19.3% | +26.3% | +7.2% |
| 3M | +16.3% | -40.6% | +56.9% | +16.8% |
| 6M | +41.3% | -57.9% | +99.2% | +42.6% |
| YTD | +7.1% | -6.7% | +13.8% | +5.5% |
| 1Y | -0.8% | +20.2% | -21.0% | -3.1% |
| 3Y | +85.0% | +879.4% | -794.5% | +67.7% |
| All | +206.1% | +410.2% | -204.1% | +180.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling