+183.0%
COR vs CF
+125.5%
+57.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +6.2% | -10.2% | -4.4% |
| 7D | +2.8% | +0.4% | +2.4% | +2.7% |
| 30D | +7.4% | +2.2% | +5.2% | +7.1% |
| 3M | +7.3% | +2.1% | +5.2% | +7.0% |
| 6M | +11.5% | -6.5% | +18.1% | +11.9% |
| YTD | +1.2% | +55.6% | -54.4% | -2.5% |
| 1Y | -3.3% | +42.3% | -45.6% | -6.2% |
| 3Y | +78.5% | +55.7% | +22.7% | +70.5% |
| 5Y | +183.0% | +122.4% | +60.5% | +153.1% |
| All | +183.0% | +125.5% | +57.5% | +153.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling