+51.2%
CI vs COR
+203.9%
-152.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.7% | -1.0% |
| 7D | +1.2% | +7.8% | -6.7% | -2.1% |
| 30D | +2.6% | +7.0% | -4.4% | -0.4% |
| 3M | +7.4% | +16.3% | -8.8% | +0.8% |
| 6M | -0.1% | +41.3% | -41.4% | -14.3% |
| YTD | +9.7% | +7.1% | +2.6% | +5.1% |
| 1Y | +12.1% | -0.8% | +12.9% | +11.7% |
| 3Y | +7.0% | +85.0% | -78.0% | -29.1% |
| All | +51.2% | +203.9% | -152.6% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling