+492.2%
COR vs CG
+278.5%
+213.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +1.9% | +2.8% |
| 7D | +7.8% | +0.2% | +7.7% | +7.8% |
| 30D | +7.0% | +11.2% | -4.2% | +5.3% |
| 3M | +16.3% | -22.1% | +38.3% | +20.6% |
| 6M | +41.3% | -17.9% | +59.2% | +45.0% |
| YTD | +7.1% | -31.3% | +38.4% | +12.5% |
| 1Y | -0.8% | -24.0% | +23.1% | +2.3% |
| 3Y | +85.0% | +45.0% | +40.0% | +59.7% |
| 5Y | +203.9% | -22.6% | +226.5% | +198.3% |
| All | +492.2% | +278.5% | +213.7% | +261.0% |
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