+105.1%
CTVA vs COR
+180.2%
-75.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -5.8% | -3.9% | -1.9% | -4.9% |
| 30D | +11.1% | -0.3% | +11.4% | +11.1% |
| 3M | +13.2% | +15.9% | -2.6% | +9.4% |
| 6M | +8.7% | -10.3% | +19.0% | +11.2% |
| YTD | +27.3% | -3.7% | +31.0% | +27.6% |
| 1Y | +18.0% | +9.1% | +8.9% | +14.0% |
| 3Y | +76.5% | +86.6% | -10.1% | +37.9% |
| 5Y | +105.1% | +180.9% | -75.8% | +25.1% |
| All | +105.1% | +180.2% | -75.1% | +25.1% |
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 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