+17,590.3%
COR vs APA
+495.5%
+17,094.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.1% |
| 7D | +0.8% | -15.5% | +16.3% | +2.6% |
| 30D | +5.1% | +2.4% | +2.8% | +4.7% |
| 3M | +2.8% | +22.8% | -20.0% | +0.1% |
| 6M | +32.5% | +17.9% | +14.6% | +29.3% |
| YTD | -0.7% | +87.7% | -88.3% | -8.5% |
| 1Y | -6.7% | +94.2% | -100.9% | -14.5% |
| 3Y | +73.7% | +27.2% | +46.5% | +63.1% |
| 5Y | +177.9% | +74.1% | +103.7% | +143.2% |
| 10Y | +533.8% | +2.6% | +531.1% | +419.8% |
| All | +17,590.3% | +495.5% | +17,094.8% | +10,593.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling