+52.8%
COR vs AS
+139.2%
-86.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.1% | -1.2% | +4.0% |
| 7D | +9.1% | +13.8% | -4.6% | +9.4% |
| 30D | +12.4% | +16.7% | -4.3% | +12.8% |
| 3M | +15.8% | -11.5% | +27.3% | +15.3% |
| 6M | +17.1% | -5.5% | +22.6% | +16.8% |
| YTD | +5.4% | -14.2% | +19.6% | +5.1% |
| 1Y | +3.5% | +2.1% | +1.5% | +3.6% |
| All | +52.8% | +139.2% | -86.4% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling