+512.3%
COR vs CSGP
+72.5%
+439.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +3.3% |
| 7D | +2.3% | -1.8% | +4.2% | +2.7% |
| 30D | +6.8% | +5.3% | +1.5% | +5.4% |
| 3M | +8.1% | +3.3% | +4.8% | +6.8% |
| 6M | +33.0% | -4.7% | +37.7% | +32.8% |
| YTD | +3.0% | -53.5% | +56.5% | +15.9% |
| 1Y | -3.4% | -53.7% | +50.3% | +8.7% |
| 3Y | +80.1% | -59.7% | +139.9% | +102.9% |
| 5Y | +194.7% | -62.5% | +257.2% | +231.4% |
| 10Y | +512.3% | +67.3% | +445.0% | +416.6% |
| All | +512.3% | +72.5% | +439.7% | +416.6% |
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 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