+181.4%
COR vs CPB
-31.3%
+212.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | +0.8% | +8.0% | -7.2% | -0.5% |
| 30D | +5.1% | +22.4% | -17.2% | +1.6% |
| 3M | +2.8% | +2.5% | +0.3% | +2.1% |
| 6M | +32.5% | +12.2% | +20.3% | +29.3% |
| YTD | -0.7% | -12.8% | +12.2% | +1.0% |
| 1Y | -6.7% | -19.2% | +12.5% | -3.8% |
| 3Y | +73.7% | -35.6% | +109.3% | +85.1% |
| All | +181.4% | -31.3% | +212.7% | +183.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling