+493.6%
COR vs CAG
-35.6%
+529.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.9% |
| 7D | -1.2% | -1.8% | +0.6% | -0.8% |
| 30D | +7.6% | +9.7% | -2.0% | +5.3% |
| 3M | +5.0% | +0.5% | +4.5% | +4.6% |
| 6M | +35.3% | +8.9% | +26.4% | +31.9% |
| YTD | +4.2% | -8.4% | +12.6% | +5.0% |
| 1Y | -3.4% | -8.3% | +4.9% | -2.8% |
| 3Y | +81.1% | -36.1% | +117.2% | +96.2% |
| 5Y | +195.8% | -40.1% | +236.0% | +224.8% |
| 10Y | +493.6% | -36.9% | +530.5% | +530.1% |
| All | +493.6% | -35.6% | +529.2% | +530.1% |
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