+186.1%
COR vs CSGP
-64.7%
+250.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +23.2% |
| 6M | -9.7% | -35.1% | +25.3% | -7.3% |
| YTD | -1.4% | -54.0% | +52.6% | +3.6% |
| 1Y | +13.9% | -65.3% | +79.2% | +22.3% |
| 3Y | +94.0% | -62.6% | +156.5% | +105.0% |
| All | +186.1% | -64.7% | +250.8% | +213.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling