-32.5%
CBRS vs COR
+30.5%
-62.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.9% | +12.2% | +7.3% |
| 7D | +17.3% | +2.8% | +14.5% | +22.7% |
| 30D | -2.0% | +4.5% | -6.5% | +6.6% |
| 3M | -2.5% | +22.7% | -25.2% | +26.1% |
| All | -32.5% | +30.5% | -62.9% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling