+398.1%
COR vs CG
+345.5%
+52.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.6% |
| 7D | -1.9% | -1.3% | -0.6% | -1.7% |
| 30D | +1.5% | -3.2% | +4.7% | +1.9% |
| 3M | +18.7% | +6.2% | +12.5% | +17.2% |
| 6M | -9.0% | -4.7% | -4.4% | -8.8% |
| YTD | -3.3% | -20.6% | +17.3% | -0.6% |
| 1Y | +9.8% | -26.4% | +36.2% | +13.9% |
| 3Y | +87.4% | +55.4% | +32.0% | +61.0% |
| 5Y | +180.5% | +9.8% | +170.7% | +152.7% |
| 10Y | +398.1% | +341.4% | +56.8% | +211.0% |
| All | +398.1% | +345.5% | +52.6% | +211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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