+2,560.1%
COP vs COR
+18,492.1%
-15,932.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.7% |
| 7D | -6.1% | +2.4% | -8.5% | -6.7% |
| 30D | +1.1% | +7.7% | -6.6% | -0.6% |
| 3M | +10.9% | +7.5% | +3.4% | +8.9% |
| 6M | +20.8% | +34.1% | -13.4% | +13.0% |
| YTD | +48.0% | +3.9% | +44.2% | +45.1% |
| 1Y | +58.5% | -3.6% | +62.2% | +57.8% |
| 3Y | +28.1% | +80.5% | -52.4% | +9.8% |
| 5Y | +120.5% | +194.9% | -74.4% | +69.3% |
| 10Y | +310.1% | +486.6% | -176.5% | +171.9% |
| All | +2,560.1% | +18,492.1% | -15,932.0% | +1,224.2% |
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