+87.5%
CLF vs COR
+489.9%
-402.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.8% | +2.0% |
| 7D | +2.3% | -1.2% | +3.5% | +3.1% |
| 30D | +1.9% | +7.6% | -5.7% | -1.6% |
| 3M | +5.9% | +5.0% | +0.9% | +3.1% |
| 6M | +16.9% | +35.3% | -18.4% | +0.8% |
| YTD | -1.1% | +4.2% | -5.3% | -5.4% |
| 1Y | +28.8% | -3.4% | +32.3% | +27.9% |
| 3Y | -20.6% | +81.1% | -101.7% | -46.8% |
| 5Y | -41.5% | +195.8% | -237.3% | -71.2% |
| 10Y | +87.5% | +493.6% | -406.1% | -32.6% |
| All | +87.5% | +489.9% | -402.4% | -32.6% |
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