+288.0%
CME vs COR
+505.6%
-217.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.2% |
| 7D | +1.7% | +2.4% | -0.8% | +0.9% |
| 30D | +10.2% | +7.7% | +2.5% | +7.7% |
| 3M | +17.8% | +7.5% | +10.3% | +15.0% |
| 6M | +11.0% | +34.1% | -23.1% | +1.2% |
| YTD | +17.0% | +3.9% | +13.2% | +14.0% |
| 1Y | +15.8% | -3.6% | +19.4% | +15.5% |
| 3Y | +61.8% | +80.5% | -18.7% | +30.0% |
| 5Y | +72.5% | +194.9% | -122.4% | +15.9% |
| 10Y | +288.0% | +486.6% | -198.6% | +115.2% |
| All | +288.0% | +505.6% | -217.6% | +115.2% |
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