+22,677.1%
COST vs COR
+19,078.6%
+3,598.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.7% |
| 7D | +5.0% | +7.8% | -2.8% | +3.6% |
| 30D | +12.8% | +7.0% | +5.8% | +11.4% |
| 3M | +15.2% | +16.3% | -1.1% | +12.0% |
| 6M | +7.4% | +41.3% | -33.9% | +0.7% |
| YTD | +29.0% | +7.1% | +21.9% | +26.5% |
| 1Y | +20.3% | -0.8% | +21.1% | +19.5% |
| 3Y | +99.0% | +85.0% | +14.0% | +75.1% |
| 5Y | +125.7% | +203.9% | -78.2% | +81.0% |
| 10Y | +775.3% | +510.3% | +265.1% | +505.6% |
| All | +22,677.1% | +19,078.6% | +3,598.5% | +10,147.8% |
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