+9,917.1%
CMI vs COR
+17,211.5%
-7,294.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.6% |
| 7D | +1.9% | -1.9% | +3.8% | +2.4% |
| 30D | -12.5% | +1.5% | -14.0% | -13.0% |
| 3M | -16.2% | +18.7% | -34.9% | -20.3% |
| 6M | +4.9% | -9.0% | +13.9% | +6.0% |
| YTD | +11.1% | -3.3% | +14.4% | +10.0% |
| 1Y | +43.4% | +9.8% | +33.5% | +36.7% |
| 3Y | +154.1% | +87.4% | +66.7% | +105.8% |
| 5Y | +169.5% | +180.5% | -11.0% | +93.7% |
| 10Y | +503.8% | +398.1% | +105.6% | +256.8% |
| All | +9,917.1% | +17,211.5% | -7,294.4% | +2,956.7% |
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