-29.4%
CCL vs COR
+505.6%
-535.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | +5.8% | +2.4% | +3.4% | +5.0% |
| 30D | +17.3% | +7.7% | +9.6% | +14.2% |
| 3M | +11.3% | +7.5% | +3.8% | +8.3% |
| 6M | +18.5% | +34.1% | -15.7% | +5.3% |
| YTD | +2.8% | +3.9% | -1.1% | -0.8% |
| 1Y | +16.7% | -3.6% | +20.4% | +16.2% |
| 3Y | +146.0% | +80.5% | +65.5% | +75.6% |
| 5Y | +33.6% | +194.9% | -161.2% | -26.8% |
| 10Y | -29.4% | +486.6% | -516.1% | -70.0% |
| All | -29.4% | +505.6% | -535.1% | -70.0% |
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