-6.7%
COR vs CF
+46.5%
-53.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.8% |
| 7D | +0.8% | -3.2% | +4.0% | +1.0% |
| 30D | +5.1% | +4.3% | +0.8% | +5.0% |
| 3M | +2.8% | +2.8% | 0.0% | +2.7% |
| 6M | +32.5% | +0.6% | +31.9% | +32.5% |
| YTD | -0.7% | +56.6% | -57.3% | +4.6% |
| 1Y | -6.7% | +49.6% | -56.3% | -2.6% |
| All | -6.7% | +46.5% | -53.2% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling