+486.6%
COR vs APD
+187.0%
+299.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +2.4% | -0.2% | +2.6% | +2.5% |
| 30D | +7.7% | +11.0% | -3.3% | +4.1% |
| 3M | +7.5% | +1.3% | +6.2% | +7.0% |
| 6M | +34.1% | +6.4% | +27.8% | +31.0% |
| YTD | +3.9% | +28.9% | -25.1% | -5.2% |
| 1Y | -3.6% | +23.2% | -26.9% | -10.9% |
| 3Y | +80.5% | +26.3% | +54.2% | +59.4% |
| 5Y | +194.9% | +12.0% | +182.8% | +167.3% |
| 10Y | +486.6% | +183.2% | +303.5% | +251.7% |
| All | +486.6% | +187.0% | +299.6% | +251.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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