+520.9%
COR vs APD
+185.9%
+335.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | +0.8% | -3.7% | +4.5% | +2.1% |
| 30D | +5.1% | +9.6% | -4.5% | +2.1% |
| 3M | +2.8% | +1.6% | +1.2% | +2.3% |
| 6M | +32.5% | +2.2% | +30.4% | +31.2% |
| YTD | -0.7% | +25.9% | -26.5% | -8.6% |
| 1Y | -6.7% | +20.1% | -26.8% | -13.1% |
| 3Y | +73.7% | +12.4% | +61.3% | +60.0% |
| 5Y | +177.9% | +11.1% | +166.7% | +151.6% |
| All | +520.9% | +185.9% | +335.0% | +245.3% |
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