+73.7%
COR vs CG
+47.3%
+26.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.8% |
| 7D | +0.8% | -1.2% | +2.0% | +0.8% |
| 30D | +5.1% | +5.0% | +0.1% | +5.3% |
| 3M | +2.8% | -18.2% | +21.0% | +2.3% |
| 6M | +32.5% | -20.7% | +53.3% | +31.7% |
| YTD | -0.7% | -31.4% | +30.8% | -1.7% |
| 1Y | -6.7% | -22.3% | +15.6% | -7.2% |
| 3Y | +73.7% | +50.2% | +23.6% | +97.4% |
| All | +73.7% | +47.3% | +26.4% | +97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling