+14.2%
CCL vs COR
-0.3%
+14.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.1% | -0.4% |
| 7D | -1.2% | +7.6% | -8.8% | -1.1% |
| 30D | +13.1% | +6.8% | +6.3% | +13.3% |
| 3M | +3.4% | +16.0% | -12.7% | +4.4% |
| 6M | +18.7% | +41.0% | -22.3% | +23.2% |
| YTD | -2.3% | +6.9% | -9.2% | +1.3% |
| 1Y | +14.2% | -1.0% | +15.2% | +18.9% |
| All | +14.2% | -0.3% | +14.5% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling