+17,590.3%
COR vs CP
+9,753.2%
+7,837.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.4% |
| 7D | +0.8% | +2.8% | -2.0% | +0.2% |
| 30D | +5.1% | +10.2% | -5.1% | +2.8% |
| 3M | +2.8% | +2.4% | +0.5% | +2.1% |
| 6M | +32.5% | +7.7% | +24.9% | +30.0% |
| YTD | -0.7% | +26.0% | -26.6% | -6.5% |
| 1Y | -6.7% | +34.6% | -41.3% | -13.6% |
| 3Y | +73.7% | +26.7% | +47.0% | +60.5% |
| 5Y | +177.9% | +24.9% | +153.0% | +154.5% |
| 10Y | +533.8% | +258.6% | +275.1% | +348.4% |
| All | +17,590.3% | +9,753.2% | +7,837.1% | +5,928.3% |
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