+87.4%
COR vs CAG
-36.6%
+124.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.7% |
| 7D | -1.9% | -5.3% | +3.4% | -1.3% |
| 30D | +1.5% | +1.0% | +0.5% | +1.4% |
| 3M | +18.7% | +17.4% | +1.3% | +16.2% |
| 6M | -9.0% | -16.8% | +7.8% | -7.9% |
| YTD | -3.3% | -6.8% | +3.5% | -3.6% |
| 1Y | +9.8% | -15.4% | +25.2% | +10.7% |
| 3Y | +87.4% | -37.1% | +124.4% | +93.8% |
| All | +87.4% | -36.6% | +124.0% | +93.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling