+218.9%
CTVA vs COR
+401.3%
-182.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -4.7% | -4.8% | +0.2% | -2.8% |
| 30D | +11.1% | -3.7% | +14.8% | +12.7% |
| 3M | +13.7% | +14.3% | -0.6% | +7.5% |
| 6M | +11.2% | -8.5% | +19.7% | +14.1% |
| YTD | +26.9% | -4.4% | +31.3% | +27.0% |
| 1Y | +18.8% | +9.1% | +9.7% | +11.7% |
| 3Y | +75.9% | +85.2% | -9.3% | +24.0% |
| 5Y | +105.2% | +180.7% | -75.4% | +12.9% |
| All | +218.9% | +401.3% | -182.3% | +33.6% |
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 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