+1,794.4%
CVS vs COR
+18,554.5%
-16,760.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.5% |
| 7D | +12.0% | -1.2% | +13.1% | +12.2% |
| 30D | +2.8% | +7.6% | -4.9% | +0.7% |
| 3M | -3.6% | +5.0% | -8.6% | -5.1% |
| 6M | -1.6% | +35.3% | -36.9% | -9.3% |
| YTD | +16.3% | +4.2% | +12.1% | +13.3% |
| 1Y | +15.5% | -3.4% | +19.0% | +14.8% |
| 3Y | +48.1% | +81.1% | -33.0% | +24.7% |
| 5Y | +12.3% | +195.8% | -183.5% | -16.3% |
| 10Y | +62.7% | +493.6% | -430.9% | +3.0% |
| All | +1,794.4% | +18,554.5% | -16,760.1% | +691.8% |
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