+475.2%
COR vs AR
+57.2%
+417.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.2% |
| 7D | +2.9% | +6.4% | -3.5% | +2.4% |
| 30D | +5.8% | +3.1% | +2.7% | +5.5% |
| 3M | +11.4% | +3.3% | +8.1% | +11.0% |
| 6M | +34.5% | +6.6% | +27.9% | +33.4% |
| YTD | +4.1% | +12.3% | -8.3% | +2.7% |
| 1Y | -3.1% | +12.3% | -15.5% | -4.5% |
| 3Y | +80.9% | +50.4% | +30.4% | +71.6% |
| 5Y | +195.1% | +101.0% | +94.1% | +167.4% |
| All | +475.2% | +57.2% | +417.9% | +419.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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