+6,781.2%
CME vs COR
+3,306.9%
+3,474.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.4% |
| 7D | -1.6% | +2.8% | -4.3% | -2.6% |
| 30D | +6.2% | +4.5% | +1.7% | +4.3% |
| 3M | +10.4% | +22.7% | -12.2% | +2.2% |
| 6M | -9.5% | -9.7% | +0.2% | -7.3% |
| YTD | +6.0% | -1.4% | +7.4% | +4.7% |
| 1Y | +9.3% | +13.9% | -4.7% | +1.9% |
| 3Y | +57.7% | +94.0% | -36.3% | +18.7% |
| 5Y | +77.7% | +184.0% | -106.3% | +13.9% |
| 10Y | +281.2% | +406.8% | -125.5% | +83.0% |
| All | +6,781.2% | +3,306.9% | +3,474.3% | +1,314.4% |
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