+13.9%
COR vs CSGP
-64.9%
+78.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.6% | -1.7% |
| 7D | +2.8% | -4.1% | +6.8% | +3.1% |
| 30D | +4.5% | +2.3% | +2.2% | +4.3% |
| 3M | +22.7% | -8.2% | +30.8% | +22.6% |
| 6M | -9.7% | -35.1% | +25.3% | -9.6% |
| YTD | -1.4% | -54.0% | +52.6% | -0.8% |
| 1Y | +13.9% | -65.3% | +79.2% | +10.7% |
| All | +13.9% | -64.9% | +78.9% | +10.7% |
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