+5,648.9%
CRM vs COR
+3,283.1%
+2,365.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.2% |
| 7D | -8.1% | -4.8% | -3.3% | -6.4% |
| 30D | +23.1% | -3.7% | +26.7% | +24.5% |
| 3M | +42.5% | +14.3% | +28.2% | +35.4% |
| 6M | +25.3% | -8.5% | +33.8% | +27.8% |
| YTD | -7.8% | -4.4% | -3.4% | -8.2% |
| 1Y | +1.0% | +9.1% | -8.1% | -4.9% |
| 3Y | +10.0% | +85.2% | -75.2% | -17.8% |
| 5Y | -3.9% | +180.7% | -184.5% | -40.6% |
| 10Y | +233.2% | +403.7% | -170.6% | +44.2% |
| All | +5,648.9% | +3,283.1% | +2,365.8% | +834.8% |
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