+43.1%
COF vs COR
+180.1%
-136.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -5.1% | -2.8% | -2.3% | -4.7% |
| 30D | -6.0% | +2.6% | -8.6% | -6.4% |
| 3M | +14.8% | +14.5% | +0.4% | +12.0% |
| 6M | +15.3% | -7.8% | +23.1% | +16.9% |
| YTD | -13.0% | -4.2% | -8.8% | -13.0% |
| 1Y | -5.7% | +7.0% | -12.7% | -8.9% |
| 3Y | +118.1% | +85.5% | +32.6% | +58.9% |
| All | +43.1% | +180.1% | -136.9% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling