+407.4%
COR vs CP
+224.3%
+183.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.1% |
| 7D | -3.9% | +0.6% | -4.5% | -4.0% |
| 30D | -0.3% | -0.5% | +0.2% | -0.3% |
| 3M | +15.9% | +0.1% | +15.8% | +15.6% |
| 6M | -10.3% | +7.8% | -18.1% | -12.8% |
| YTD | -3.7% | +22.9% | -26.6% | -10.4% |
| 1Y | +9.1% | +21.3% | -12.2% | +1.6% |
| 3Y | +86.6% | +20.4% | +66.2% | +69.5% |
| 5Y | +180.9% | +34.9% | +146.0% | +136.7% |
| 10Y | +407.4% | +233.3% | +174.1% | +173.9% |
| All | +407.4% | +224.3% | +183.1% | +173.9% |
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