+17,914.9%
COR vs CP
+9,923.2%
+7,991.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.4% | -3.9% |
| 7D | +2.8% | +6.1% | -3.3% | +1.4% |
| 30D | +7.4% | +9.8% | -2.4% | +5.1% |
| 3M | +7.3% | +2.7% | +4.5% | +6.5% |
| 6M | +11.5% | +12.8% | -1.3% | +8.1% |
| YTD | +1.2% | +28.2% | -27.0% | -5.2% |
| 1Y | -3.3% | +34.1% | -37.5% | -10.4% |
| 3Y | +78.5% | +28.9% | +49.6% | +64.2% |
| 5Y | +183.0% | +27.1% | +155.9% | +158.2% |
| 10Y | +545.4% | +264.8% | +280.6% | +354.8% |
| All | +17,914.9% | +9,923.2% | +7,991.7% | +6,014.7% |
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