-3.4%
COR vs CPB
-23.3%
+19.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.5% |
| 7D | -1.2% | -4.1% | +2.9% | -0.8% |
| 30D | +7.6% | +16.9% | -9.3% | +6.2% |
| 3M | +5.0% | -0.6% | +5.5% | +4.9% |
| 6M | +35.3% | +11.4% | +23.9% | +34.0% |
| YTD | +4.2% | -14.8% | +19.0% | +3.1% |
| 1Y | -3.4% | -24.8% | +21.3% | -5.3% |
| All | -3.4% | -23.3% | +19.8% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling