+120.8%
COF vs COR
+85.9%
+34.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.5% |
| 7D | -2.7% | -3.9% | +1.2% | -2.9% |
| 30D | -3.4% | -0.3% | -3.0% | -3.4% |
| 3M | +15.4% | +15.9% | -0.5% | +16.6% |
| 6M | +14.4% | -10.3% | +24.7% | +13.3% |
| YTD | -12.0% | -3.7% | -8.3% | -12.0% |
| 1Y | -3.7% | +9.1% | -12.8% | -2.8% |
| All | +120.8% | +85.9% | +34.9% | +140.4% |
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