+2,705.9%
COR vs CF
+5,948.3%
-3,242.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.4% | -1.4% |
| 7D | +2.8% | +6.0% | -3.2% | +1.9% |
| 30D | +4.5% | +14.8% | -10.3% | +2.4% |
| 3M | +22.7% | +14.1% | +8.6% | +20.1% |
| 6M | -9.7% | +28.5% | -38.3% | -13.7% |
| YTD | -1.4% | +74.9% | -76.4% | -10.2% |
| 1Y | +13.9% | +61.7% | -47.8% | +4.8% |
| 3Y | +94.0% | +80.3% | +13.6% | +72.8% |
| 5Y | +184.0% | +226.0% | -42.0% | +124.2% |
| 10Y | +406.8% | +569.9% | -163.1% | +246.3% |
| All | +2,705.9% | +5,948.3% | -3,242.4% | +1,181.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling