-88.5%
CDE vs COR
+17,211.5%
-17,300.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.5% |
| 7D | +2.3% | -1.9% | +4.2% | +2.5% |
| 30D | +18.8% | +1.5% | +17.3% | +18.5% |
| 3M | +23.5% | +18.7% | +4.8% | +20.5% |
| 6M | -8.6% | -9.0% | +0.4% | -8.1% |
| YTD | +16.0% | -3.3% | +19.3% | +15.7% |
| 1Y | +42.1% | +9.8% | +32.2% | +39.1% |
| 3Y | +835.9% | +87.4% | +748.5% | +742.3% |
| 5Y | +197.6% | +180.5% | +17.1% | +154.0% |
| 10Y | +39.6% | +398.1% | -358.6% | +10.0% |
| All | -88.5% | +17,211.5% | -17,300.0% | -91.6% |
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 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