+486.6%
COR vs CP
+255.2%
+231.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +0.9% |
| 7D | +2.4% | +2.8% | -0.4% | +1.6% |
| 30D | +7.7% | +11.0% | -3.4% | +4.5% |
| 3M | +7.5% | +3.8% | +3.7% | +6.2% |
| 6M | +34.1% | +9.5% | +24.6% | +30.3% |
| YTD | +3.9% | +28.2% | -24.3% | -4.5% |
| 1Y | -3.6% | +33.0% | -36.6% | -12.5% |
| 3Y | +80.5% | +35.5% | +45.0% | +57.8% |
| 5Y | +194.9% | +25.8% | +169.1% | +158.7% |
| 10Y | +486.6% | +250.7% | +235.9% | +241.1% |
| All | +486.6% | +255.2% | +231.4% | +241.1% |
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