+181.4%
COR vs CSGP
-63.4%
+244.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.7% | +2.9% | -1.4% |
| 7D | +0.8% | +1.3% | -0.4% | +0.7% |
| 30D | +5.1% | +10.7% | -5.5% | +4.1% |
| 3M | +2.8% | +3.3% | -0.4% | +2.3% |
| 6M | +32.5% | -10.3% | +42.9% | +33.0% |
| YTD | -0.7% | -54.6% | +53.9% | +4.1% |
| 1Y | -6.7% | -54.6% | +47.9% | -2.2% |
| 3Y | +73.7% | -60.3% | +134.1% | +81.7% |
| All | +181.4% | -63.4% | +244.8% | +204.1% |
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