-7.6%
CMG vs COR
+85.9%
-93.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -6.5% | -3.9% | -2.6% | -6.3% |
| 30D | +12.1% | -0.3% | +12.4% | +12.1% |
| 3M | +20.6% | +15.9% | +4.7% | +19.4% |
| 6M | +2.1% | -10.3% | +12.4% | +2.3% |
| YTD | -2.6% | -3.7% | +1.1% | -2.9% |
| 1Y | -8.7% | +9.1% | -17.8% | -10.9% |
| All | -7.6% | +85.9% | -93.5% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling