+218.9%
CB vs COR
+405.8%
-186.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | -0.1% | -1.3% |
| 7D | +0.5% | +2.8% | -2.3% | -0.4% |
| 30D | -3.1% | +4.5% | -7.6% | -4.6% |
| 3M | +9.0% | +22.7% | -13.7% | +1.9% |
| 6M | +2.9% | -9.7% | +12.6% | +5.4% |
| YTD | +10.1% | -1.4% | +11.5% | +8.8% |
| 1Y | +22.8% | +13.9% | +8.9% | +14.9% |
| 3Y | +73.8% | +94.0% | -20.2% | +32.9% |
| 5Y | +99.2% | +184.0% | -84.8% | +32.0% |
| All | +218.9% | +405.8% | -186.9% | +86.4% |
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