+243.0%
CB vs COR
+534.3%
-291.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -1.7% |
| 7D | -1.5% | +2.3% | -3.8% | -2.3% |
| 30D | +6.5% | +6.8% | -0.2% | +4.1% |
| 3M | +4.1% | +8.1% | -4.0% | +1.1% |
| 6M | +14.4% | +33.0% | -18.6% | +3.5% |
| YTD | +17.5% | +3.0% | +14.5% | +14.2% |
| 1Y | +27.5% | -3.4% | +31.0% | +26.8% |
| 3Y | +71.6% | +80.1% | -8.5% | +32.7% |
| 5Y | +100.6% | +194.7% | -94.1% | +27.1% |
| 10Y | +243.0% | +512.3% | -269.3% | +79.5% |
| All | +243.0% | +534.3% | -291.3% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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