+512.3%
COR vs APA
+0.9%
+511.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.8% | +3.7% |
| 7D | +2.3% | -8.7% | +11.1% | +3.0% |
| 30D | +6.8% | -2.4% | +9.2% | +6.8% |
| 3M | +8.1% | +19.0% | -10.9% | +6.3% |
| 6M | +33.0% | +26.8% | +6.2% | +29.9% |
| YTD | +3.0% | +87.3% | -84.4% | -2.8% |
| 1Y | -3.4% | +92.3% | -95.7% | -9.1% |
| 3Y | +80.1% | +37.3% | +42.9% | +71.9% |
| 5Y | +194.7% | +73.2% | +121.5% | +168.7% |
| 10Y | +512.3% | -0.9% | +513.1% | +425.3% |
| All | +512.3% | +0.9% | +511.4% | +425.3% |
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