+475.2%
COR vs CPB
-40.8%
+515.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +0.1% |
| 7D | +2.9% | -5.8% | +8.7% | +4.1% |
| 30D | +5.8% | +16.5% | -10.6% | +2.5% |
| 3M | +11.4% | -1.1% | +12.5% | +11.3% |
| 6M | +34.5% | +11.5% | +23.0% | +30.7% |
| YTD | +4.1% | -15.7% | +19.8% | +6.8% |
| 1Y | -3.1% | -24.7% | +21.5% | +1.8% |
| 3Y | +80.9% | -37.3% | +118.1% | +95.4% |
| 5Y | +195.1% | -35.0% | +230.2% | +214.6% |
| All | +475.2% | -40.8% | +515.9% | +520.1% |
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