+340.2%
COP vs COR
+399.7%
-59.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.5% | -3.9% | +3.4% | +0.8% |
| 30D | +11.7% | -0.3% | +12.0% | +11.7% |
| 3M | +17.7% | +15.9% | +1.8% | +11.6% |
| 6M | +18.3% | -10.3% | +28.6% | +21.6% |
| YTD | +49.1% | -3.7% | +52.8% | +48.4% |
| 1Y | +53.3% | +9.1% | +44.2% | +44.9% |
| 3Y | +22.2% | +86.6% | -64.4% | -9.5% |
| 5Y | +193.3% | +180.9% | +12.4% | +81.4% |
| 10Y | +340.2% | +407.4% | -67.2% | +130.0% |
| All | +340.2% | +399.7% | -59.5% | +130.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling