+7,418.1%
CME vs COR
+3,333.8%
+4,084.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | +0.9% | +0.8% | +0.1% | +0.5% |
| 30D | +13.2% | +5.1% | +8.0% | +11.1% |
| 3M | +16.3% | +2.8% | +13.4% | +14.7% |
| 6M | +7.1% | +32.5% | -25.4% | -3.7% |
| YTD | +15.8% | -0.7% | +16.5% | +13.9% |
| 1Y | +17.1% | -6.7% | +23.8% | +17.8% |
| 3Y | +63.2% | +73.7% | -10.6% | +28.1% |
| 5Y | +70.2% | +177.9% | -107.6% | +10.1% |
| 10Y | +337.0% | +533.8% | -196.8% | +92.6% |
| All | +7,418.1% | +3,333.8% | +4,084.3% | +1,439.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling