+7,482.3%
CB vs COR
+17,684.4%
-10,202.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.3% |
| 7D | +0.2% | +0.8% | -0.6% | 0.0% |
| 30D | +9.1% | +5.1% | +3.9% | +7.7% |
| 3M | +3.4% | +2.8% | +0.6% | +2.6% |
| 6M | +14.1% | +32.5% | -18.4% | +6.3% |
| YTD | +18.0% | -0.7% | +18.7% | +16.8% |
| 1Y | +30.1% | -6.7% | +36.8% | +30.7% |
| 3Y | +71.8% | +73.7% | -1.9% | +46.7% |
| 5Y | +101.8% | +177.9% | -76.0% | +52.9% |
| 10Y | +252.1% | +533.8% | -281.6% | +115.3% |
| All | +7,482.3% | +17,684.4% | -10,202.1% | +2,676.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling