+116.3%
CLF vs COR
+397.4%
-281.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.8% |
| 7D | +6.5% | -1.9% | +8.4% | +7.4% |
| 30D | +0.2% | +1.5% | -1.3% | -0.6% |
| 3M | -3.1% | +18.7% | -21.8% | -10.7% |
| 6M | +25.0% | -9.0% | +34.1% | +28.5% |
| YTD | -7.5% | -3.3% | -4.2% | -8.2% |
| 1Y | +11.5% | +9.8% | +1.7% | +2.6% |
| 3Y | -13.7% | +87.4% | -101.1% | -43.1% |
| 5Y | -47.0% | +180.5% | -227.5% | -72.5% |
| 10Y | +116.3% | +398.1% | -281.8% | -11.5% |
| All | +116.3% | +397.4% | -281.1% | -11.5% |
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