+2,538.1%
COP vs COR
+18,334.9%
-15,796.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.0% | -2.1% |
| 7D | -8.4% | +2.3% | -10.8% | -9.0% |
| 30D | +0.3% | +6.8% | -6.5% | -1.3% |
| 3M | +15.1% | +8.1% | +7.0% | +12.9% |
| 6M | +19.8% | +33.0% | -13.2% | +12.2% |
| YTD | +46.8% | +3.0% | +43.8% | +44.2% |
| 1Y | +59.7% | -3.4% | +63.2% | +59.0% |
| 3Y | +28.7% | +80.1% | -51.4% | +10.3% |
| 5Y | +110.7% | +194.7% | -84.0% | +61.8% |
| 10Y | +298.3% | +512.3% | -214.0% | +162.2% |
| All | +2,538.1% | +18,334.9% | -15,796.7% | +1,215.7% |
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