+398.1%
COR vs CP
+219.6%
+178.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | -1.9% | +2.4% | -4.3% | -2.6% |
| 30D | +1.5% | -0.5% | +2.1% | +1.5% |
| 3M | +18.7% | +1.4% | +17.3% | +18.0% |
| 6M | -9.0% | +10.3% | -19.4% | -12.2% |
| YTD | -3.3% | +24.3% | -27.6% | -10.4% |
| 1Y | +9.8% | +20.4% | -10.6% | +2.5% |
| 3Y | +87.4% | +21.8% | +65.6% | +69.6% |
| 5Y | +180.5% | +31.5% | +149.0% | +139.4% |
| 10Y | +398.1% | +223.2% | +174.9% | +172.3% |
| All | +398.1% | +219.6% | +178.5% | +172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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