-69.3%
CPNG vs COR
+221.2%
-290.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | -1.1% | -2.8% | +1.7% | -0.8% |
| 30D | -7.4% | +2.6% | -9.9% | -7.6% |
| 3M | -12.3% | +14.5% | -26.8% | -13.6% |
| 6M | -19.4% | -7.8% | -11.6% | -19.7% |
| YTD | -35.9% | -4.2% | -31.7% | -36.1% |
| 1Y | -53.4% | +7.0% | -60.4% | -53.8% |
| 3Y | -20.0% | +85.5% | -105.5% | -22.8% |
| 5Y | -49.6% | +181.2% | -230.8% | -51.7% |
| All | -69.3% | +221.2% | -290.5% | -69.2% |
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