+181.4%
COR vs CAG
-39.4%
+220.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.4% |
| 7D | +0.8% | +5.8% | -5.0% | -0.4% |
| 30D | +5.1% | +16.4% | -11.2% | +1.8% |
| 3M | +2.8% | +3.8% | -1.0% | +1.8% |
| 6M | +32.5% | +10.8% | +21.7% | +29.0% |
| YTD | -0.7% | -5.8% | +5.2% | -0.7% |
| 1Y | -6.7% | -2.4% | -4.3% | -7.6% |
| 3Y | +73.7% | -33.4% | +107.2% | +85.0% |
| All | +181.4% | -39.4% | +220.8% | +204.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling