+60.7%
COP vs COR
+5.5%
+55.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.0% | -9.1% | -5.3% |
| 7D | -8.1% | +9.1% | -17.3% | -8.6% |
| 30D | +6.7% | +12.4% | -5.8% | +5.9% |
| 3M | +16.9% | +15.8% | +1.1% | +15.9% |
| 6M | +11.2% | +17.1% | -5.9% | +10.4% |
| YTD | +49.5% | +5.4% | +44.1% | +48.1% |
| 1Y | +60.7% | +3.5% | +57.2% | +59.3% |
| All | +60.7% | +5.5% | +55.2% | +59.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling