+206.1%
COR vs CFG
+61.7%
+144.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.3% | +2.9% |
| 7D | +7.8% | +3.2% | +4.6% | +7.6% |
| 30D | +7.0% | +5.1% | +1.9% | +6.7% |
| 3M | +16.3% | -11.2% | +27.5% | +17.1% |
| 6M | +41.3% | +9.6% | +31.7% | +40.4% |
| YTD | +7.1% | +15.0% | -7.8% | +6.0% |
| 1Y | -0.8% | +29.9% | -30.7% | -2.7% |
| 3Y | +85.0% | +192.1% | -107.1% | +64.8% |
| All | +206.1% | +61.7% | +144.4% | +201.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling