+3.5%
COR vs CSGP
-53.2%
+56.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.0% | -0.1% | +3.5% |
| 7D | +9.1% | +18.3% | -9.2% | +7.3% |
| 30D | +12.4% | +17.8% | -5.4% | +10.3% |
| 3M | +15.8% | +9.3% | +6.5% | +14.4% |
| 6M | +17.1% | -7.9% | +25.0% | +16.1% |
| YTD | +5.4% | -51.5% | +57.0% | +5.8% |
| 1Y | +3.5% | -53.3% | +56.8% | +3.6% |
| All | +3.5% | -53.2% | +56.8% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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