+195.1%
COR vs APD
+15.4%
+179.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | +2.9% | +2.2% | +0.7% | +2.5% |
| 30D | +5.8% | +9.4% | -3.6% | +4.3% |
| 3M | +11.4% | +4.7% | +6.8% | +10.6% |
| 6M | +34.5% | +5.5% | +29.0% | +33.2% |
| YTD | +4.1% | +31.4% | -27.3% | -0.7% |
| 1Y | -3.1% | +24.1% | -27.2% | -6.8% |
| 3Y | +80.9% | +28.8% | +52.1% | +70.2% |
| 5Y | +195.1% | +15.8% | +179.4% | +180.5% |
| All | +195.1% | +15.4% | +179.7% | +180.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling