-40.4%
CCL vs COR
+401.8%
-442.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.7% |
| 7D | -0.1% | -1.9% | +1.8% | +0.5% |
| 30D | -20.0% | +1.5% | -21.5% | -20.5% |
| 3M | -13.7% | +18.7% | -32.4% | -19.1% |
| 6M | -9.0% | -9.0% | 0.0% | -7.1% |
| YTD | -22.8% | -3.3% | -19.5% | -23.5% |
| 1Y | -25.3% | +9.8% | -35.1% | -30.0% |
| 3Y | +54.1% | +87.4% | -33.3% | +10.1% |
| 5Y | +3.5% | +180.5% | -177.0% | -39.2% |
| All | -40.4% | +401.8% | -442.2% | -70.5% |
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