+32.0%
CTVA vs COR
+5.5%
+26.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.0% | -0.8% | +2.4% |
| 7D | +8.2% | +9.1% | -0.9% | +6.5% |
| 30D | -1.0% | +12.4% | -13.5% | -3.1% |
| 3M | +4.6% | +15.8% | -11.2% | +2.0% |
| 6M | +0.5% | +17.1% | -16.6% | -1.9% |
| YTD | +22.7% | +5.4% | +17.3% | +21.5% |
| 1Y | +32.0% | +3.5% | +28.4% | +31.1% |
| All | +32.0% | +5.5% | +26.5% | +31.1% |
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