+1,193.7%
COR vs CG
+351.2%
+842.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.6% |
| 7D | +2.8% | -4.3% | +7.1% | +3.4% |
| 30D | +4.5% | -5.1% | +9.6% | +5.2% |
| 3M | +22.7% | +8.7% | +14.0% | +20.7% |
| 6M | -9.7% | -9.2% | -0.5% | -8.9% |
| YTD | -1.4% | -18.9% | +17.4% | +0.9% |
| 1Y | +13.9% | -25.6% | +39.6% | +17.8% |
| 3Y | +94.0% | +57.3% | +36.7% | +69.2% |
| 5Y | +184.0% | +10.2% | +173.9% | +158.3% |
| 10Y | +406.8% | +364.2% | +42.5% | +238.0% |
| All | +1,193.7% | +351.2% | +842.5% | +732.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling