+77.2%
CME vs COR
+180.8%
-103.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.7% |
| 7D | -2.9% | -1.9% | -1.0% | -2.5% |
| 30D | +5.5% | +1.5% | +4.0% | +5.0% |
| 3M | +11.0% | +18.7% | -7.7% | +6.7% |
| 6M | -9.7% | -9.0% | -0.7% | -8.1% |
| YTD | +4.9% | -3.3% | +8.2% | +4.8% |
| 1Y | +10.1% | +9.8% | +0.2% | +6.0% |
| 3Y | +53.5% | +87.4% | -33.8% | +26.7% |
| 5Y | +77.2% | +180.5% | -103.3% | +27.4% |
| All | +77.2% | +180.8% | -103.6% | +27.4% |
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