+44.0%
COR vs AS
+134.9%
-90.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | +0.8% | +6.9% | -6.1% | +0.9% |
| 30D | +5.1% | +16.0% | -10.9% | +5.5% |
| 3M | +2.8% | -12.8% | +15.7% | +2.4% |
| 6M | +32.5% | -15.4% | +47.9% | +31.9% |
| YTD | -0.7% | -15.7% | +15.1% | -1.0% |
| 1Y | -6.7% | +6.1% | -12.8% | -6.6% |
| All | +44.0% | +134.9% | -90.9% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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