+17,590.3%
COR vs CAG
+258.7%
+17,331.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.4% |
| 7D | +0.8% | +5.8% | -5.0% | -0.6% |
| 30D | +5.1% | +16.4% | -11.2% | +1.1% |
| 3M | +2.8% | +3.8% | -1.0% | +1.5% |
| 6M | +32.5% | +10.8% | +21.7% | +28.4% |
| YTD | -0.7% | -5.8% | +5.2% | -0.4% |
| 1Y | -6.7% | -2.4% | -4.3% | -7.4% |
| 3Y | +73.7% | -33.4% | +107.2% | +87.1% |
| 5Y | +177.9% | -39.4% | +217.3% | +204.9% |
| 10Y | +533.8% | -37.5% | +571.2% | +561.8% |
| All | +17,590.3% | +258.7% | +17,331.6% | +10,158.7% |
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