+2,779.9%
COR vs CF
+5,277.9%
-2,498.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +6.2% | -10.2% | -4.9% |
| 7D | +2.8% | +0.4% | +2.4% | +2.6% |
| 30D | +7.4% | +2.2% | +5.2% | +6.8% |
| 3M | +7.3% | +2.1% | +5.2% | +6.6% |
| 6M | +11.5% | -6.5% | +18.1% | +12.1% |
| YTD | +1.2% | +55.6% | -54.4% | -6.5% |
| 1Y | -3.3% | +42.3% | -45.6% | -9.6% |
| 3Y | +78.5% | +55.7% | +22.7% | +62.3% |
| 5Y | +183.0% | +122.4% | +60.5% | +136.7% |
| 10Y | +545.4% | +568.5% | -23.2% | +341.5% |
| All | +2,779.9% | +5,277.9% | -2,498.0% | +1,234.5% |
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