+4,405.6%
CNC vs COR
+3,423.7%
+981.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -2.8% |
| 7D | -1.0% | -1.9% | +0.9% | -0.1% |
| 30D | -1.8% | +1.5% | -3.3% | -2.7% |
| 3M | -0.7% | +18.7% | -19.4% | -9.0% |
| 6M | +47.9% | -9.0% | +57.0% | +51.9% |
| YTD | +56.9% | -3.3% | +60.2% | +55.6% |
| 1Y | +123.9% | +9.8% | +114.1% | +107.7% |
| 3Y | -1.3% | +87.4% | -88.6% | -30.1% |
| 5Y | +2.8% | +180.5% | -177.8% | -40.4% |
| 10Y | +90.9% | +398.1% | -307.3% | -20.1% |
| All | +4,405.6% | +3,423.7% | +981.9% | +593.5% |
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