+303.4%
CME vs COR
+486.2%
-182.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | -0.1% |
| 7D | +3.9% | +7.8% | -3.9% | +1.6% |
| 30D | +11.3% | +7.0% | +4.3% | +9.0% |
| 3M | +19.6% | +16.3% | +3.3% | +14.1% |
| 6M | +8.1% | +41.3% | -33.2% | -2.9% |
| YTD | +20.4% | +7.1% | +13.3% | +16.2% |
| 1Y | +16.5% | -0.8% | +17.3% | +15.2% |
| 3Y | +66.4% | +85.0% | -18.5% | +32.9% |
| 5Y | +74.5% | +203.9% | -129.4% | +16.2% |
| All | +303.4% | +486.2% | -182.8% | +123.3% |
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