+512.3%
COR vs CPB
-39.9%
+552.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.8% | +3.9% |
| 7D | +2.3% | +3.3% | -0.9% | +1.7% |
| 30D | +6.8% | +19.0% | -12.2% | +2.9% |
| 3M | +8.1% | +0.4% | +7.7% | +7.7% |
| 6M | +33.0% | +13.0% | +20.0% | +29.0% |
| YTD | +3.0% | -12.7% | +15.7% | +4.9% |
| 1Y | -3.4% | -20.9% | +17.5% | +0.4% |
| 3Y | +80.1% | -35.4% | +115.5% | +93.4% |
| 5Y | +194.7% | -32.3% | +227.0% | +211.3% |
| 10Y | +512.3% | -40.5% | +552.8% | +574.0% |
| All | +512.3% | -39.9% | +552.2% | +574.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling