-34.0%
CCL vs COR
+486.2%
-520.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.3% | -1.5% |
| 7D | -1.2% | +7.8% | -9.0% | -3.9% |
| 30D | +13.1% | +7.0% | +6.1% | +10.4% |
| 3M | +3.4% | +16.3% | -12.9% | -2.2% |
| 6M | +18.7% | +41.3% | -22.6% | +3.5% |
| YTD | -2.3% | +7.1% | -9.4% | -6.8% |
| 1Y | +14.2% | -0.8% | +15.0% | +12.4% |
| 3Y | +133.6% | +85.0% | +48.6% | +65.4% |
| 5Y | +33.5% | +203.9% | -170.4% | -27.6% |
| All | -34.0% | +486.2% | -520.2% | -72.1% |
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