+164.4%
CMI vs COR
+179.1%
-14.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.8% |
| 7D | +0.8% | -4.8% | +5.7% | +1.0% |
| 30D | -12.8% | -3.7% | -9.1% | -12.7% |
| 3M | -12.4% | +14.3% | -26.8% | -13.1% |
| 6M | -0.9% | -8.5% | +7.6% | +0.8% |
| YTD | +8.9% | -4.4% | +13.3% | +9.9% |
| 1Y | +37.7% | +9.1% | +28.6% | +35.8% |
| 3Y | +148.9% | +85.2% | +63.7% | +104.6% |
| 5Y | +164.4% | +180.7% | -16.3% | +76.8% |
| All | +164.4% | +179.1% | -14.7% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling