+36.6%
CTVA vs COR
+203.3%
-166.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +1.9% |
| 7D | -20.8% | +7.6% | -28.4% | -22.1% |
| 30D | -29.6% | +6.8% | -36.4% | -30.7% |
| 3M | -16.9% | +16.0% | -32.9% | -19.7% |
| 6M | -24.3% | +41.0% | -65.3% | -30.0% |
| YTD | -5.6% | +6.9% | -12.5% | -7.8% |
| 1Y | -4.2% | -1.0% | -3.2% | -4.5% |
| 3Y | +43.3% | +84.6% | -41.4% | +15.6% |
| All | +36.6% | +203.3% | -166.7% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling