+11.8%
CRM vs COR
+84.9%
-73.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -4.4% | -2.8% | -1.6% | -4.4% |
| 30D | +28.1% | +2.6% | +25.6% | +28.0% |
| 3M | +48.8% | +14.5% | +34.4% | +48.6% |
| 6M | +28.3% | -7.8% | +36.1% | +27.0% |
| YTD | -6.0% | -4.2% | -1.8% | -6.8% |
| 1Y | +1.4% | +7.0% | -5.6% | +0.4% |
| 3Y | +11.8% | +85.5% | -73.7% | +10.2% |
| All | +11.8% | +84.9% | -73.0% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling