+17,451.9%
COR vs CAG
+260.1%
+17,191.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | +2.8% | -3.8% | +6.6% | +3.7% |
| 30D | +4.5% | +3.1% | +1.4% | +3.6% |
| 3M | +22.7% | +23.5% | -0.8% | +16.1% |
| 6M | -9.7% | -14.8% | +5.1% | -6.7% |
| YTD | -1.4% | -5.4% | +4.0% | -1.1% |
| 1Y | +13.9% | -11.8% | +25.7% | +16.2% |
| 3Y | +94.0% | -36.7% | +130.6% | +111.9% |
| 5Y | +184.0% | -40.3% | +224.3% | +213.5% |
| 10Y | +406.8% | -37.0% | +443.8% | +428.6% |
| All | +17,451.9% | +260.1% | +17,191.7% | +10,094.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling