+21.1%
COP vs COR
+92.7%
-71.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -1.0% |
| 7D | +3.0% | +2.8% | +0.2% | +3.0% |
| 30D | +17.5% | +4.5% | +13.0% | +17.4% |
| 3M | +13.4% | +22.7% | -9.3% | +13.2% |
| 6M | +17.7% | -9.7% | +27.5% | +16.6% |
| YTD | +46.6% | -1.4% | +48.0% | +45.8% |
| 1Y | +44.6% | +13.9% | +30.7% | +44.0% |
| All | +21.1% | +92.7% | -71.6% | +13.3% |
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 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