+142.2%
CI vs COR
+534.3%
-392.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | -1.1% |
| 7D | +0.1% | +2.3% | -2.2% | -1.0% |
| 30D | +4.7% | +6.8% | -2.1% | +1.3% |
| 3M | +5.2% | +8.1% | -2.9% | +0.9% |
| 6M | +3.8% | +33.0% | -29.2% | -10.4% |
| YTD | +9.2% | +3.0% | +6.2% | +5.3% |
| 1Y | +14.3% | -3.4% | +17.7% | +13.7% |
| 3Y | +8.4% | +80.1% | -71.7% | -24.4% |
| 5Y | +50.0% | +194.7% | -144.7% | -20.1% |
| 10Y | +142.2% | +512.3% | -370.1% | -4.1% |
| All | +142.2% | +534.3% | -392.1% | -4.1% |
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