+769.5%
COR vs ALM
+3,798.4%
-3,029.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.1% | -4.4% | +3.6% |
| 7D | +2.3% | +0.7% | +1.6% | +2.3% |
| 30D | +6.8% | -26.1% | +32.8% | +6.9% |
| 3M | +8.1% | -38.1% | +46.2% | +8.3% |
| 6M | +33.0% | -55.4% | +88.4% | +33.3% |
| YTD | +3.0% | -0.4% | +3.4% | +2.8% |
| 1Y | -3.4% | +25.4% | -28.8% | -3.7% |
| 3Y | +80.1% | +907.8% | -827.6% | +77.8% |
| 5Y | +194.7% | +440.2% | -245.4% | +191.2% |
| 10Y | +512.3% | +2,031.1% | -1,518.9% | +499.6% |
| All | +769.5% | +3,798.4% | -3,029.0% | +731.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling