+18,613.1%
COST vs COR
+17,211.5%
+1,401.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.3% |
| 7D | -3.2% | -1.9% | -1.3% | -2.8% |
| 30D | -4.0% | +1.5% | -5.5% | -4.3% |
| 3M | -6.5% | +18.7% | -25.2% | -9.4% |
| 6M | -8.5% | -9.0% | +0.5% | -7.4% |
| YTD | +6.0% | -3.3% | +9.3% | +5.9% |
| 1Y | -5.8% | +9.8% | -15.6% | -8.2% |
| 3Y | +71.8% | +87.4% | -15.5% | +50.9% |
| 5Y | +106.2% | +180.5% | -74.3% | +67.8% |
| 10Y | +602.0% | +398.1% | +203.9% | +401.5% |
| All | +18,613.1% | +17,211.5% | +1,401.7% | +8,484.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling