+645.1%
COR vs AR
-33.4%
+678.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | +0.8% | -14.3% | +15.1% | +1.9% |
| 30D | +5.1% | +1.4% | +3.7% | +4.9% |
| 3M | +2.8% | +3.4% | -0.6% | +2.4% |
| 6M | +32.5% | -2.1% | +34.6% | +32.4% |
| YTD | -0.7% | +4.7% | -5.4% | -1.4% |
| 1Y | -6.7% | +10.6% | -17.3% | -7.8% |
| 3Y | +73.7% | +24.6% | +49.1% | +67.8% |
| 5Y | +177.9% | +71.9% | +106.0% | +156.6% |
| 10Y | +533.8% | +46.4% | +487.4% | +433.8% |
| All | +645.1% | -33.4% | +678.5% | +550.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling