+8,182.9%
COR vs AU
+793.6%
+7,389.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.5% | -1.8% |
| 7D | +2.8% | -3.6% | +6.4% | +2.9% |
| 30D | +4.5% | +23.9% | -19.3% | +3.7% |
| 3M | +22.7% | +19.1% | +3.6% | +21.7% |
| 6M | -9.7% | -0.2% | -9.6% | -10.0% |
| YTD | -1.4% | +32.5% | -33.9% | -2.9% |
| 1Y | +13.9% | +96.9% | -83.0% | +10.4% |
| 3Y | +94.0% | +614.7% | -520.8% | +77.9% |
| 5Y | +184.0% | +647.7% | -463.7% | +158.2% |
| 10Y | +406.8% | +679.2% | -272.5% | +349.8% |
| All | +8,182.9% | +793.6% | +7,389.3% | +7,199.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling