+475.2%
COR vs CP
+259.0%
+216.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | +2.9% | +0.9% | +2.0% | +2.6% |
| 30D | +5.8% | +10.3% | -4.5% | +2.9% |
| 3M | +11.4% | +2.3% | +9.1% | +10.5% |
| 6M | +34.5% | +10.7% | +23.8% | +30.2% |
| YTD | +4.1% | +29.3% | -25.2% | -4.6% |
| 1Y | -3.1% | +31.5% | -34.6% | -11.7% |
| 3Y | +80.9% | +36.7% | +44.1% | +57.7% |
| 5Y | +195.1% | +26.8% | +168.3% | +158.4% |
| All | +475.2% | +259.0% | +216.1% | +232.6% |
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