+22.8%
CCL vs COR
+178.3%
-155.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.7% |
| 7D | +3.1% | +0.8% | +2.3% | +3.1% |
| 30D | +13.7% | +5.1% | +8.6% | +13.1% |
| 3M | +3.8% | +2.8% | +1.0% | +3.5% |
| 6M | +9.3% | +32.5% | -23.3% | +5.1% |
| YTD | -1.1% | -0.7% | -0.4% | -0.7% |
| 1Y | +14.6% | -6.7% | +21.3% | +16.7% |
| 3Y | +146.4% | +73.7% | +72.7% | +89.5% |
| All | +22.8% | +178.3% | -155.4% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling