+246.7%
CB vs COR
+505.6%
-259.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.3% |
| 7D | +0.7% | +2.4% | -1.7% | -0.2% |
| 30D | +8.2% | +7.7% | +0.5% | +5.4% |
| 3M | +6.3% | +7.5% | -1.2% | +3.4% |
| 6M | +16.2% | +34.1% | -17.9% | +4.8% |
| YTD | +19.3% | +3.9% | +15.5% | +15.6% |
| 1Y | +29.2% | -3.6% | +32.9% | +28.6% |
| 3Y | +71.4% | +80.5% | -9.1% | +32.4% |
| 5Y | +104.2% | +194.9% | -90.6% | +29.2% |
| 10Y | +246.7% | +486.6% | -240.0% | +80.2% |
| All | +246.7% | +505.6% | -259.0% | +80.2% |
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