+76.3%
CL vs COR
+534.3%
-458.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.2% | +0.5% |
| 7D | +0.5% | +2.3% | -1.8% | -0.1% |
| 30D | +11.6% | +6.8% | +4.8% | +9.8% |
| 3M | +5.6% | +8.1% | -2.5% | +3.5% |
| 6M | +13.2% | +33.0% | -19.8% | +5.4% |
| YTD | +26.9% | +3.0% | +23.9% | +24.6% |
| 1Y | +27.3% | -3.4% | +30.7% | +27.1% |
| 3Y | +39.7% | +80.1% | -40.4% | +18.0% |
| 5Y | +41.3% | +194.7% | -153.4% | +4.9% |
| 10Y | +76.3% | +512.3% | -436.0% | +18.4% |
| All | +76.3% | +534.3% | -458.1% | +18.4% |
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 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