+181.4%
COR vs CP
+24.4%
+157.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.6% |
| 7D | +0.8% | +2.8% | -2.0% | +0.5% |
| 30D | +5.1% | +10.2% | -5.1% | +4.1% |
| 3M | +2.8% | +2.4% | +0.5% | +2.5% |
| 6M | +32.5% | +7.7% | +24.9% | +31.4% |
| YTD | -0.7% | +26.0% | -26.6% | -3.6% |
| 1Y | -6.7% | +34.6% | -41.3% | -10.3% |
| 3Y | +73.7% | +26.7% | +47.0% | +65.6% |
| All | +181.4% | +24.4% | +157.0% | +165.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling