+407.4%
COR vs CAG
-35.6%
+443.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -3.9% | -6.6% | +2.7% | -2.5% |
| 30D | -0.3% | +2.3% | -2.6% | -0.9% |
| 3M | +15.9% | +16.3% | -0.4% | +11.9% |
| 6M | -10.3% | -16.0% | +5.8% | -7.4% |
| YTD | -3.7% | -7.7% | +4.0% | -3.0% |
| 1Y | +9.1% | -16.0% | +25.1% | +12.1% |
| 3Y | +86.6% | -37.7% | +124.3% | +102.5% |
| 5Y | +180.9% | -41.2% | +222.1% | +208.6% |
| 10Y | +407.4% | -33.8% | +441.2% | +437.9% |
| All | +407.4% | -35.6% | +443.0% | +437.9% |
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