+1,936.4%
CL vs COR
+17,545.2%
-15,608.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.2% |
| 7D | -2.2% | +2.8% | -5.0% | -2.6% |
| 30D | -4.8% | +4.5% | -9.4% | -5.6% |
| 3M | +4.9% | +22.7% | -17.8% | +1.5% |
| 6M | -5.7% | -9.7% | +4.0% | -4.6% |
| YTD | +14.4% | -1.4% | +15.8% | +13.9% |
| 1Y | +8.7% | +13.9% | -5.2% | +5.7% |
| 3Y | +30.0% | +94.0% | -64.0% | +15.8% |
| 5Y | +28.4% | +184.0% | -155.7% | +7.5% |
| 10Y | +50.1% | +406.8% | -356.7% | +12.7% |
| All | +1,936.4% | +17,545.2% | -15,608.9% | +915.2% |
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