+322.0%
CMG vs COR
+406.5%
-84.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -2.1% | -2.8% | +0.8% | -1.5% |
| 30D | +10.9% | +2.6% | +8.4% | +10.4% |
| 3M | +15.8% | +14.5% | +1.4% | +12.5% |
| 6M | +6.9% | -7.8% | +14.8% | +8.0% |
| YTD | -2.2% | -4.2% | +2.1% | -2.3% |
| 1Y | -7.1% | +7.0% | -14.1% | -9.8% |
| 3Y | -7.1% | +85.5% | -92.7% | -21.5% |
| 5Y | -4.8% | +181.2% | -186.0% | -27.7% |
| All | +322.0% | +406.5% | -84.5% | +176.5% |
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