+17,451.9%
COR vs CP
+9,671.0%
+7,780.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | +2.8% | -2.7% | +5.4% | +3.4% |
| 30D | +4.5% | +0.2% | +4.4% | +4.4% |
| 3M | +22.7% | +2.6% | +20.1% | +21.8% |
| 6M | -9.7% | +6.0% | -15.7% | -11.3% |
| YTD | -1.4% | +24.9% | -26.4% | -7.0% |
| 1Y | +13.9% | +20.1% | -6.2% | +8.2% |
| 3Y | +94.0% | +16.4% | +77.6% | +82.8% |
| 5Y | +184.0% | +31.7% | +152.3% | +156.7% |
| 10Y | +406.8% | +223.9% | +182.9% | +266.5% |
| All | +17,451.9% | +9,671.0% | +7,780.9% | +5,894.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling