+185.4%
COR vs AUR
-35.7%
+221.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.2% |
| 7D | -2.8% | +1.4% | -4.3% | -2.8% |
| 30D | +2.6% | -6.4% | +9.0% | +2.5% |
| 3M | +14.5% | +7.7% | +6.8% | +14.7% |
| 6M | -7.8% | +44.5% | -52.3% | -7.5% |
| YTD | -4.2% | +67.4% | -71.7% | -3.8% |
| 1Y | +7.0% | +15.4% | -8.4% | +7.4% |
| 3Y | +85.5% | +94.8% | -9.3% | +87.3% |
| 5Y | +181.2% | -35.1% | +216.3% | +172.2% |
| All | +185.4% | -35.7% | +221.1% | +178.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling