+181.4%
COR vs APA
+71.7%
+109.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -1.9% |
| 7D | +0.8% | -15.5% | +16.3% | +1.5% |
| 30D | +5.1% | +2.4% | +2.8% | +4.9% |
| 3M | +2.8% | +22.8% | -20.0% | +1.7% |
| 6M | +32.5% | +17.9% | +14.6% | +31.1% |
| YTD | -0.7% | +87.7% | -88.3% | -3.5% |
| 1Y | -6.7% | +94.2% | -100.9% | -9.6% |
| 3Y | +73.7% | +27.2% | +46.5% | +74.3% |
| All | +181.4% | +71.7% | +109.7% | +168.2% |
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