+17,590.3%
COR vs CPB
+145.7%
+17,444.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | +0.8% | +8.0% | -7.2% | -1.0% |
| 30D | +5.1% | +22.4% | -17.2% | 0.0% |
| 3M | +2.8% | +2.5% | +0.3% | +1.7% |
| 6M | +32.5% | +12.2% | +20.3% | +28.0% |
| YTD | -0.7% | -12.8% | +12.2% | +1.5% |
| 1Y | -6.7% | -19.2% | +12.5% | -3.1% |
| 3Y | +73.7% | -35.6% | +109.3% | +88.2% |
| 5Y | +177.9% | -31.4% | +209.3% | +193.9% |
| 10Y | +533.8% | -37.9% | +571.7% | +564.7% |
| All | +17,590.3% | +145.7% | +17,444.6% | +12,990.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling