+520.9%
COR vs CF
+561.7%
-40.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | +0.8% | -3.2% | +4.0% | +1.2% |
| 30D | +5.1% | +4.3% | +0.8% | +4.2% |
| 3M | +2.8% | +2.8% | 0.0% | +1.9% |
| 6M | +32.5% | +0.6% | +31.9% | +31.4% |
| YTD | -0.7% | +56.6% | -57.3% | -10.1% |
| 1Y | -6.7% | +49.6% | -56.3% | -14.9% |
| 3Y | +73.7% | +61.5% | +12.2% | +52.9% |
| 5Y | +177.9% | +124.0% | +53.9% | +114.9% |
| All | +520.9% | +561.7% | -40.8% | +243.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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