+3,909.1%
CMG vs COR
+2,501.8%
+1,407.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.6% | -0.6% |
| 7D | +2.5% | +7.8% | -5.4% | +0.1% |
| 30D | +15.6% | +7.0% | +8.6% | +13.3% |
| 3M | +8.2% | +16.3% | -8.1% | +3.3% |
| 6M | +9.9% | +41.3% | -31.4% | -1.5% |
| YTD | -4.6% | +7.1% | -11.8% | -8.2% |
| 1Y | +12.4% | -0.8% | +13.2% | +10.9% |
| 3Y | -18.0% | +85.0% | -103.0% | -35.3% |
| 5Y | -5.3% | +203.9% | -209.2% | -37.8% |
| 10Y | +344.2% | +510.3% | -166.0% | +109.0% |
| All | +3,909.1% | +2,501.8% | +1,407.3% | +864.6% |
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