-3.1%
COR vs CSGP
-55.9%
+52.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | -0.1% |
| 7D | +2.9% | -6.1% | +8.9% | +3.6% |
| 30D | +5.8% | +0.3% | +5.5% | +5.6% |
| 3M | +11.4% | -1.3% | +12.7% | +11.2% |
| 6M | +34.5% | -8.9% | +43.4% | +34.4% |
| YTD | +4.1% | -55.2% | +59.3% | +5.8% |
| 1Y | -3.1% | -56.4% | +53.3% | -1.6% |
| All | -3.1% | -55.9% | +52.8% | -1.6% |
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