-10.0%
CRM vs COR
+5.5%
-15.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +2.1% |
| 7D | -6.2% | +9.1% | -15.3% | -6.4% |
| 30D | -1.2% | +12.4% | -13.6% | -1.4% |
| 3M | +19.1% | +15.8% | +3.3% | +18.6% |
| 6M | +23.0% | +17.1% | +5.9% | +22.2% |
| YTD | -13.7% | +5.4% | -19.1% | -15.7% |
| 1Y | -10.0% | +3.5% | -13.5% | -12.6% |
| All | -10.0% | +5.5% | -15.4% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling