+186.1%
COR vs APA
+156.4%
+29.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.7% |
| 7D | +2.8% | +0.5% | +2.2% | +2.7% |
| 30D | +4.5% | +23.4% | -18.9% | +3.4% |
| 3M | +22.7% | +12.7% | +10.0% | +21.8% |
| 6M | -9.7% | +39.4% | -49.2% | -11.2% |
| YTD | -1.4% | +79.0% | -80.4% | -4.1% |
| 1Y | +13.9% | +88.8% | -74.9% | +10.3% |
| 3Y | +94.0% | +6.4% | +87.6% | +97.5% |
| All | +186.1% | +156.4% | +29.8% | +154.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling