+241.9%
CCL vs COR
+17,545.2%
-17,303.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.6% |
| 7D | -5.0% | +2.8% | -7.8% | -5.8% |
| 30D | -20.3% | +4.5% | -24.9% | -21.4% |
| 3M | -15.1% | +22.7% | -37.8% | -20.1% |
| 6M | -15.1% | -9.7% | -5.4% | -13.8% |
| YTD | -21.8% | -1.4% | -20.4% | -22.8% |
| 1Y | -24.8% | +13.9% | -38.7% | -29.0% |
| 3Y | +51.9% | +94.0% | -42.1% | +20.4% |
| 5Y | +4.0% | +184.0% | -180.0% | -26.2% |
| 10Y | -42.2% | +406.8% | -449.0% | -65.7% |
| All | +241.9% | +17,545.2% | -17,303.4% | -13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling