+503.2%
CMI vs COR
+406.5%
+96.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -0.7% | -2.8% | +2.1% | 0.0% |
| 30D | -12.4% | +2.6% | -14.9% | -13.0% |
| 3M | -14.8% | +14.5% | -29.2% | -18.0% |
| 6M | +0.8% | -7.8% | +8.6% | +2.0% |
| YTD | +10.2% | -4.2% | +14.4% | +9.8% |
| 1Y | +37.4% | +7.0% | +30.4% | +32.0% |
| 3Y | +153.3% | +85.5% | +67.8% | +98.6% |
| 5Y | +167.6% | +181.2% | -13.6% | +79.5% |
| All | +503.2% | +406.5% | +96.7% | +233.0% |
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