+142.2%
CI vs COR
+469.4%
-327.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -1.7% | +2.9% | -4.6% | -3.1% |
| 30D | +4.9% | +5.8% | -1.0% | +2.0% |
| 3M | +7.4% | +11.4% | -4.0% | +1.7% |
| 6M | +0.4% | +34.5% | -34.1% | -13.9% |
| YTD | +9.5% | +4.1% | +5.4% | +4.9% |
| 1Y | +12.0% | -3.1% | +15.1% | +11.3% |
| 3Y | +7.1% | +80.9% | -73.8% | -25.6% |
| 5Y | +49.3% | +195.1% | -145.8% | -20.9% |
| All | +142.2% | +469.4% | -327.2% | -5.9% |
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