+512.3%
COR vs APD
+192.6%
+319.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.6% | +3.0% |
| 7D | +2.3% | -1.6% | +3.9% | +2.9% |
| 30D | +6.8% | +10.6% | -3.8% | +3.4% |
| 3M | +8.1% | +2.5% | +5.6% | +7.2% |
| 6M | +33.0% | +6.0% | +27.0% | +30.1% |
| YTD | +3.0% | +28.4% | -25.5% | -5.9% |
| 1Y | -3.4% | +22.2% | -25.6% | -10.5% |
| 3Y | +80.1% | +26.6% | +53.6% | +58.8% |
| 5Y | +194.7% | +11.8% | +183.0% | +167.2% |
| 10Y | +512.3% | +187.8% | +324.5% | +246.8% |
| All | +512.3% | +192.6% | +319.7% | +246.8% |
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