+73.7%
COR vs CF
+57.7%
+16.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.9% |
| 3M | +2.8% | +2.8% | 0.0% | +2.7% |
| 6M | +32.5% | +0.6% | +31.9% | +32.4% |
| YTD | -0.7% | +56.6% | -57.3% | -1.9% |
| 1Y | -6.7% | +49.6% | -56.3% | -7.7% |
| 3Y | +73.7% | +61.5% | +12.2% | +73.0% |
| All | +73.7% | +57.7% | +16.0% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling