+486.6%
COR vs APA
+0.4%
+486.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | +2.4% | -5.5% | +8.0% | +2.8% |
| 30D | +7.7% | -1.2% | +8.8% | +7.6% |
| 3M | +7.5% | +10.6% | -3.0% | +6.4% |
| 6M | +34.1% | +28.4% | +5.7% | +30.9% |
| YTD | +3.9% | +89.7% | -85.9% | -2.0% |
| 1Y | -3.6% | +90.6% | -94.2% | -9.2% |
| 3Y | +80.5% | +36.9% | +43.6% | +72.4% |
| 5Y | +194.9% | +83.2% | +111.6% | +167.5% |
| 10Y | +486.6% | -0.1% | +486.7% | +400.8% |
| All | +486.6% | +0.4% | +486.2% | +400.8% |
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