+8,902.7%
COR vs AU
+607.0%
+8,295.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.5% | +3.0% |
| 7D | +7.8% | -7.2% | +15.0% | +8.1% |
| 30D | +7.0% | -2.9% | +9.9% | +7.1% |
| 3M | +16.3% | -8.7% | +24.9% | +16.5% |
| 6M | +41.3% | -14.1% | +55.4% | +41.6% |
| YTD | +7.1% | +4.8% | +2.3% | +6.3% |
| 1Y | -0.8% | +11.9% | -12.7% | -1.9% |
| 3Y | +85.0% | +513.8% | -428.8% | +70.5% |
| 5Y | +203.9% | +379.3% | -175.4% | +180.4% |
| 10Y | +510.3% | +837.1% | -326.8% | +437.2% |
| All | +8,902.7% | +607.0% | +8,295.7% | +7,890.9% |
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 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