+7.4%
COST vs COR
+39.0%
-31.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.5% |
| 7D | +5.0% | +7.8% | -2.8% | +2.8% |
| 30D | +12.8% | +7.0% | +5.8% | +10.3% |
| 3M | +15.2% | +16.3% | -1.1% | +10.2% |
| 6M | +7.4% | +41.3% | -33.9% | -3.3% |
| All | +7.4% | +39.0% | -31.6% | -3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling