+491.1%
COR vs CSGP
+65.8%
+425.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.9% | -0.1% | +2.3% |
| 7D | +7.6% | +1.3% | +6.3% | +7.4% |
| 30D | +6.8% | +2.8% | +4.0% | +5.9% |
| 3M | +16.0% | -6.3% | +22.4% | +16.7% |
| 6M | +41.0% | -3.2% | +44.2% | +40.4% |
| YTD | +6.9% | -54.0% | +60.9% | +20.5% |
| 1Y | -1.0% | -54.8% | +53.8% | +11.9% |
| 3Y | +84.6% | -60.6% | +145.2% | +108.9% |
| 5Y | +203.3% | -62.6% | +265.9% | +241.2% |
| All | +491.1% | +65.8% | +425.2% | +398.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling