+231.7%
CTVA vs COR
+416.9%
-185.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.1% |
| 7D | +4.9% | +2.8% | +2.2% | +3.8% |
| 30D | +11.9% | +4.5% | +7.4% | +9.8% |
| 3M | +13.7% | +22.7% | -9.0% | +4.5% |
| 6M | +13.1% | -9.7% | +22.9% | +16.9% |
| YTD | +32.0% | -1.4% | +33.4% | +30.5% |
| 1Y | +22.1% | +13.9% | +8.1% | +12.7% |
| 3Y | +77.5% | +94.0% | -16.5% | +22.5% |
| 5Y | +106.3% | +184.0% | -77.7% | +13.3% |
| All | +231.7% | +416.9% | -185.2% | +37.2% |
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