-6.7%
COR vs ARWR
+44.4%
-51.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.8% |
| 7D | +0.8% | -2.9% | +3.7% | +0.7% |
| 30D | +5.1% | -5.4% | +10.5% | +4.9% |
| 3M | +2.8% | -32.2% | +35.1% | +1.1% |
| 6M | +32.5% | -26.5% | +59.0% | +31.3% |
| YTD | -0.7% | -12.4% | +11.7% | -0.9% |
| 1Y | -6.7% | +46.9% | -53.6% | -2.1% |
| All | -6.7% | +44.4% | -51.1% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 1y: compounded portfolio wealth divided by compounded ARWR 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…
1y analysis · Full analysis span regression · 6 months rolling