+606.1%
COST vs COR
+406.5%
+199.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.2% | -2.8% | +1.6% | -0.5% |
| 30D | -4.7% | +2.6% | -7.3% | -5.3% |
| 3M | -7.1% | +14.5% | -21.6% | -10.2% |
| 6M | -8.5% | -7.8% | -0.7% | -7.3% |
| YTD | +5.4% | -4.2% | +9.6% | +5.5% |
| 1Y | -5.6% | +7.0% | -12.6% | -8.4% |
| 3Y | +68.5% | +85.5% | -17.0% | +40.3% |
| 5Y | +105.2% | +181.2% | -76.0% | +52.9% |
| All | +606.1% | +406.5% | +199.6% | +353.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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