+96.3%
COR vs CP
+17.1%
+79.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.8% |
| 7D | +2.8% | -2.7% | +5.4% | +2.7% |
| 30D | +4.5% | +0.2% | +4.4% | +4.5% |
| 3M | +22.7% | +2.6% | +20.1% | +22.7% |
| 6M | -9.7% | +6.0% | -15.7% | -9.4% |
| YTD | -1.4% | +24.9% | -26.4% | -0.7% |
| 1Y | +13.9% | +20.1% | -6.2% | +14.8% |
| All | +96.3% | +17.1% | +79.2% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling