+405.0%
COR vs AR
+47.7%
+357.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | +2.8% | +2.5% | +0.3% | +2.6% |
| 30D | +4.5% | +14.8% | -10.3% | +3.4% |
| 3M | +22.7% | +6.2% | +16.4% | +22.0% |
| 6M | -9.7% | +4.3% | -14.0% | -10.2% |
| YTD | -1.4% | +14.4% | -15.8% | -2.7% |
| 1Y | +13.9% | +21.3% | -7.4% | +11.7% |
| 3Y | +94.0% | +39.8% | +54.2% | +85.2% |
| 5Y | +184.0% | +142.1% | +41.9% | +153.2% |
| All | +405.0% | +47.7% | +357.3% | +354.4% |
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