+41.1%
CVS vs COR
+409.2%
-368.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -1.9% | -3.9% | +2.0% | -0.1% |
| 30D | -0.3% | -0.3% | 0.0% | -0.4% |
| 3M | -1.1% | +15.9% | -17.0% | -8.2% |
| 6M | +23.7% | -10.3% | +34.0% | +27.9% |
| YTD | +23.0% | -3.7% | +26.7% | +22.0% |
| 1Y | +37.2% | +9.1% | +28.1% | +27.1% |
| 3Y | +62.4% | +86.6% | -24.1% | +11.8% |
| 5Y | +31.8% | +180.9% | -149.1% | -27.3% |
| All | +41.1% | +409.2% | -368.1% | -43.3% |
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