+80.5%
COR vs AR
+42.3%
+38.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.3% | +0.2% | +4.4% |
| 7D | +2.4% | -5.8% | +8.2% | +2.6% |
| 30D | +7.7% | +4.8% | +2.9% | +7.3% |
| 3M | +7.5% | +1.5% | +6.0% | +7.3% |
| 6M | +34.1% | +4.7% | +29.4% | +33.6% |
| YTD | +3.9% | +9.2% | -5.3% | +3.5% |
| 1Y | -3.6% | +11.2% | -14.8% | -4.0% |
| 3Y | +80.5% | +46.2% | +34.3% | +81.0% |
| All | +80.5% | +42.3% | +38.2% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling