+488.1%
COR vs CFG
+347.0%
+141.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | +0.8% | -0.9% | +1.7% | +1.1% |
| 30D | +5.1% | +1.1% | +4.1% | +4.9% |
| 3M | +2.8% | -12.0% | +14.8% | +5.6% |
| 6M | +32.5% | -2.2% | +34.8% | +32.8% |
| YTD | -0.7% | +11.4% | -12.1% | -3.6% |
| 1Y | -6.7% | +27.8% | -34.5% | -12.3% |
| 3Y | +73.7% | +173.3% | -99.6% | +31.1% |
| 5Y | +177.9% | +62.4% | +115.4% | +133.9% |
| 10Y | +533.8% | +249.6% | +284.2% | +288.2% |
| All | +488.1% | +347.0% | +141.1% | +244.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling