+61.2%
CVS vs COR
+469.4%
-408.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +10.4% | +2.9% | +7.5% | +9.0% |
| 30D | +3.3% | +5.8% | -2.5% | +0.2% |
| 3M | -4.5% | +11.4% | -15.9% | -9.6% |
| 6M | -4.4% | +34.5% | -38.8% | -17.7% |
| YTD | +16.6% | +4.1% | +12.6% | +11.1% |
| 1Y | +15.3% | -3.1% | +18.4% | +13.9% |
| 3Y | +48.6% | +80.9% | -32.3% | +3.5% |
| 5Y | +12.9% | +195.1% | -182.3% | -39.9% |
| All | +61.2% | +469.4% | -408.1% | -39.1% |
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 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