+9.8%
COR vs CFG
+39.0%
-29.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.8% |
| 7D | -1.9% | +2.7% | -4.6% | -2.0% |
| 30D | +1.5% | -3.7% | +5.2% | +1.6% |
| 3M | +18.7% | +9.5% | +9.2% | +18.1% |
| 6M | -9.0% | +22.2% | -31.3% | -10.2% |
| YTD | -3.3% | +22.3% | -25.6% | -4.6% |
| 1Y | +9.8% | +39.4% | -29.6% | +6.9% |
| All | +9.8% | +39.0% | -29.2% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling