+86.5%
COR vs AU
+604.2%
-517.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.4% |
| 7D | -3.9% | +0.6% | -4.5% | -3.9% |
| 30D | -0.3% | +12.3% | -12.6% | -0.5% |
| 3M | +15.9% | +29.4% | -13.5% | +15.5% |
| 6M | -10.3% | +3.2% | -13.5% | -10.0% |
| YTD | -3.7% | +31.8% | -35.5% | -4.2% |
| 1Y | +9.1% | +83.4% | -74.3% | +7.1% |
| All | +86.5% | +604.2% | -517.6% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling