+492.2%
COR vs AR
+57.4%
+434.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | +7.8% | +7.4% | +0.5% | +7.2% |
| 30D | +7.0% | +5.8% | +1.2% | +6.4% |
| 3M | +16.3% | +5.2% | +11.0% | +15.6% |
| 6M | +41.3% | +5.4% | +35.8% | +40.3% |
| YTD | +7.1% | +12.4% | -5.3% | +5.7% |
| 1Y | -0.8% | +12.8% | -13.6% | -2.2% |
| 3Y | +85.0% | +47.2% | +37.8% | +75.9% |
| 5Y | +203.9% | +101.1% | +102.7% | +175.3% |
| All | +492.2% | +57.4% | +434.8% | +435.2% |
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