+2,176.8%
CL vs COR
+18,010.7%
-15,833.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +4.0% | +0.6% |
| 7D | +5.9% | +2.8% | +3.2% | +5.5% |
| 30D | +13.8% | +7.4% | +6.4% | +12.5% |
| 3M | +6.4% | +7.3% | -0.9% | +5.1% |
| 6M | +15.6% | +11.5% | +4.1% | +13.1% |
| YTD | +27.9% | +1.2% | +26.7% | +26.8% |
| 1Y | +31.4% | -3.3% | +34.7% | +31.1% |
| 3Y | +41.4% | +78.5% | -37.1% | +27.6% |
| 5Y | +42.8% | +183.0% | -140.2% | +19.6% |
| 10Y | +79.7% | +545.4% | -465.7% | +30.7% |
| All | +2,176.8% | +18,010.7% | -15,833.8% | +1,030.0% |
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