+491.6%
COR vs CG
+304.6%
+187.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | +2.4% | +2.0% | +0.5% | +2.1% |
| 30D | +7.7% | +8.5% | -0.9% | +6.3% |
| 3M | +7.5% | -12.1% | +19.6% | +9.4% |
| 6M | +34.1% | -16.4% | +50.6% | +37.3% |
| YTD | +3.9% | -28.0% | +31.8% | +8.3% |
| 1Y | -3.6% | -18.9% | +15.3% | -1.7% |
| 3Y | +80.5% | +51.2% | +29.3% | +54.9% |
| 5Y | +194.9% | -15.9% | +210.7% | +184.1% |
| All | +491.6% | +304.6% | +187.0% | +254.3% |
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