+17,451.9%
COR vs CPB
+127.1%
+17,324.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.0% |
| 7D | +2.8% | -8.6% | +11.4% | +5.0% |
| 30D | +4.5% | -7.2% | +11.8% | +6.3% |
| 3M | +22.7% | +0.9% | +21.8% | +21.9% |
| 6M | -9.7% | -11.8% | +2.1% | -7.6% |
| YTD | -1.4% | -19.4% | +18.0% | +2.9% |
| 1Y | +13.9% | -30.4% | +44.3% | +23.0% |
| 3Y | +94.0% | -40.2% | +134.1% | +114.2% |
| 5Y | +184.0% | -39.5% | +223.5% | +210.8% |
| 10Y | +406.8% | -47.4% | +454.1% | +455.4% |
| All | +17,451.9% | +127.1% | +17,324.7% | +13,175.6% |
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