+95.2%
CNC vs COR
+406.5%
-311.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -0.9% | -2.8% | +1.9% | +0.4% |
| 30D | -1.0% | +2.6% | -3.5% | -2.0% |
| 3M | +4.5% | +14.5% | -9.9% | -2.2% |
| 6M | +85.2% | -7.8% | +93.0% | +88.8% |
| YTD | +61.4% | -4.2% | +65.6% | +61.1% |
| 1Y | +94.9% | +7.0% | +87.9% | +83.3% |
| 3Y | 0.0% | +85.5% | -85.5% | -28.8% |
| 5Y | +11.2% | +181.2% | -170.0% | -35.2% |
| All | +95.2% | +406.5% | -311.2% | +10.3% |
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