+158.7%
CI vs COR
+524.4%
-365.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -1.7% |
| 7D | -1.6% | +0.8% | -2.4% | -2.0% |
| 30D | +5.4% | +5.1% | +0.3% | +2.9% |
| 3M | +7.3% | +2.8% | +4.4% | +5.4% |
| 6M | +5.3% | +32.5% | -27.2% | -8.9% |
| YTD | +8.5% | -0.7% | +9.1% | +6.4% |
| 1Y | +17.1% | -6.7% | +23.8% | +18.6% |
| 3Y | +1.4% | +73.7% | -72.3% | -27.9% |
| 5Y | +50.5% | +177.9% | -127.4% | -17.3% |
| All | +158.7% | +524.4% | -365.7% | +0.6% |
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 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