+492.2%
COR vs CAG
-37.3%
+529.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.7% | +2.7% |
| 7D | +7.8% | -3.3% | +11.2% | +8.7% |
| 30D | +7.0% | +7.7% | -0.7% | +5.1% |
| 3M | +16.3% | -3.2% | +19.4% | +16.8% |
| 6M | +41.3% | +7.0% | +34.3% | +38.3% |
| YTD | +7.1% | -9.0% | +16.1% | +8.1% |
| 1Y | -0.8% | -9.6% | +8.8% | +0.2% |
| 3Y | +85.0% | -36.0% | +121.0% | +100.2% |
| 5Y | +203.9% | -40.9% | +244.7% | +234.5% |
| All | +492.2% | -37.3% | +529.4% | +542.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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