+71.4%
CB vs COR
+82.2%
-10.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | +0.7% | +2.4% | -1.7% | +0.2% |
| 30D | +8.2% | +7.7% | +0.5% | +6.7% |
| 3M | +6.3% | +7.5% | -1.2% | +4.8% |
| 6M | +16.2% | +34.1% | -17.9% | +10.9% |
| YTD | +19.3% | +3.9% | +15.5% | +16.6% |
| 1Y | +29.2% | -3.6% | +32.9% | +28.7% |
| 3Y | +71.4% | +80.5% | -9.1% | +38.6% |
| All | +71.4% | +82.2% | -10.7% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling