+4,100.0%
CMG vs COR
+2,293.8%
+1,806.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -1.1% |
| 7D | -2.8% | +2.8% | -5.6% | -3.6% |
| 30D | +7.1% | +4.5% | +2.6% | +5.5% |
| 3M | +31.2% | +22.7% | +8.5% | +22.8% |
| 6M | +0.7% | -9.7% | +10.4% | +2.8% |
| YTD | -0.1% | -1.4% | +1.3% | -1.3% |
| 1Y | -10.7% | +13.9% | -24.7% | -16.4% |
| 3Y | -4.7% | +94.0% | -98.6% | -26.3% |
| 5Y | -3.8% | +184.0% | -187.8% | -35.6% |
| 10Y | +352.5% | +406.8% | -54.3% | +126.3% |
| All | +4,100.0% | +2,293.8% | +1,806.2% | +936.7% |
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