+512.3%
COR vs CFG
+248.3%
+264.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.7% | +3.0% |
| 7D | +2.3% | +0.3% | +2.1% | +2.3% |
| 30D | +6.8% | +3.2% | +3.5% | +6.1% |
| 3M | +8.1% | -9.7% | +17.8% | +10.4% |
| 6M | +33.0% | +3.6% | +29.4% | +31.7% |
| YTD | +3.0% | +14.7% | -11.7% | -0.7% |
| 1Y | -3.4% | +29.6% | -33.0% | -9.4% |
| 3Y | +80.1% | +190.6% | -110.4% | +34.1% |
| 5Y | +194.7% | +67.1% | +127.7% | +147.5% |
| 10Y | +512.3% | +237.0% | +275.3% | +258.5% |
| All | +512.3% | +248.3% | +264.0% | +258.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling