-1.2%
CNC vs COR
+86.2%
-87.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.5% | +0.6% |
| 7D | +2.2% | +7.8% | -5.6% | 0.0% |
| 30D | +1.6% | +7.0% | -5.4% | -0.2% |
| 3M | +7.9% | +16.3% | -8.3% | +3.9% |
| 6M | +21.2% | +41.3% | -20.1% | +10.1% |
| YTD | +73.2% | +7.1% | +66.1% | +70.6% |
| 1Y | +97.5% | -0.8% | +98.3% | +100.9% |
| 3Y | -1.2% | +85.0% | -86.2% | -25.8% |
| All | -1.2% | +86.2% | -87.4% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling