+146.7%
CI vs COR
+405.8%
-259.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.4% |
| 7D | +1.3% | +2.8% | -1.5% | 0.0% |
| 30D | +4.4% | +4.5% | -0.1% | +2.0% |
| 3M | +0.7% | +22.7% | -22.0% | -9.1% |
| 6M | +0.3% | -9.7% | +10.1% | +3.8% |
| YTD | +3.8% | -1.4% | +5.2% | +2.4% |
| 1Y | -5.5% | +13.9% | -19.4% | -14.1% |
| 3Y | +8.1% | +94.0% | -85.8% | -26.5% |
| 5Y | +42.8% | +184.0% | -141.2% | -20.3% |
| All | +146.7% | +405.8% | -259.2% | +6.2% |
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 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