+7.0%
COR vs AU
+72.0%
-65.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | -2.8% | -4.3% | +1.4% | -2.9% |
| 30D | +2.6% | +7.3% | -4.8% | +2.7% |
| 3M | +14.5% | +26.3% | -11.9% | +15.2% |
| 6M | -7.8% | +1.8% | -9.6% | -6.5% |
| YTD | -4.2% | +26.8% | -31.0% | -2.9% |
| 1Y | +7.0% | +66.7% | -59.7% | +8.9% |
| All | +7.0% | +72.0% | -65.0% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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