+186.1%
COR vs CP
+32.0%
+154.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | +2.8% | -2.7% | +5.4% | +3.1% |
| 30D | +4.5% | +0.2% | +4.4% | +4.4% |
| 3M | +22.7% | +2.6% | +20.1% | +22.2% |
| 6M | -9.7% | +6.0% | -15.7% | -10.4% |
| YTD | -1.4% | +24.9% | -26.4% | -4.3% |
| 1Y | +13.9% | +20.1% | -6.2% | +11.1% |
| 3Y | +94.0% | +16.4% | +77.6% | +88.4% |
| All | +186.1% | +32.0% | +154.1% | +162.1% |
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 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