+63.6%
CVS vs COR
+87.4%
-23.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | -1.6% | -1.9% | +0.3% | -1.2% |
| 30D | +0.4% | +1.5% | -1.1% | 0.0% |
| 3M | -0.4% | +18.7% | -19.1% | -3.9% |
| 6M | +25.1% | -9.0% | +34.2% | +29.6% |
| YTD | +23.9% | -3.3% | +27.2% | +25.0% |
| 1Y | +41.1% | +9.8% | +31.2% | +35.3% |
| 3Y | +63.6% | +87.4% | -23.7% | +30.9% |
| All | +63.6% | +87.4% | -23.8% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling