+398.1%
COR vs APA
-0.7%
+398.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.0% |
| 7D | -1.9% | -1.7% | -0.2% | -1.8% |
| 30D | +1.5% | +15.7% | -14.2% | +0.2% |
| 3M | +18.7% | +16.5% | +2.2% | +17.0% |
| 6M | -9.0% | +35.1% | -44.1% | -11.6% |
| YTD | -3.3% | +82.2% | -85.5% | -8.5% |
| 1Y | +9.8% | +102.5% | -92.6% | +2.7% |
| 3Y | +87.4% | +10.3% | +77.1% | +82.7% |
| 5Y | +180.5% | +166.1% | +14.4% | +144.0% |
| 10Y | +398.1% | -4.9% | +403.0% | +341.7% |
| All | +398.1% | -0.7% | +398.8% | +341.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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