+4,824.7%
COF vs COR
+17,211.5%
-12,386.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.0% |
| 7D | +1.2% | -1.9% | +3.1% | +1.9% |
| 30D | -1.4% | +1.5% | -2.9% | -2.0% |
| 3M | +19.0% | +18.7% | +0.3% | +12.1% |
| 6M | +14.9% | -9.0% | +23.9% | +16.9% |
| YTD | -10.7% | -3.3% | -7.4% | -11.5% |
| 1Y | -1.3% | +9.8% | -11.1% | -6.6% |
| 3Y | +124.3% | +87.4% | +36.9% | +73.6% |
| 5Y | +51.1% | +180.5% | -129.4% | +1.6% |
| 10Y | +252.4% | +398.1% | -145.8% | +92.0% |
| All | +4,824.7% | +17,211.5% | -12,386.8% | +892.8% |
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 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