+85.0%
COR vs APA
+45.9%
+39.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.3% | +3.0% |
| 7D | +7.8% | +8.5% | -0.7% | +8.0% |
| 30D | +7.0% | +2.8% | +4.2% | +7.0% |
| 3M | +16.3% | +21.7% | -5.5% | +16.6% |
| 6M | +41.3% | +32.6% | +8.7% | +42.0% |
| YTD | +7.1% | +103.7% | -96.6% | +10.4% |
| 1Y | -0.8% | +101.8% | -102.6% | +2.2% |
| 3Y | +85.0% | +48.1% | +36.9% | +88.7% |
| All | +85.0% | +45.9% | +39.0% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling