+732.2%
COR vs ALM
+7,705.7%
-6,973.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.7% |
| 6M | -9.7% | -10.1% | +0.4% | -9.8% |
| YTD | -1.4% | +99.4% | -100.9% | -1.8% |
| 1Y | +13.9% | +316.4% | -302.4% | +13.1% |
| 3Y | +94.0% | +2,022.0% | -1,928.0% | +90.9% |
| 5Y | +184.0% | +941.2% | -757.2% | +179.9% |
| 10Y | +406.8% | +2,950.3% | -2,543.6% | +395.6% |
| All | +732.2% | +7,705.7% | -6,973.5% | +694.0% |
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