+99.7%
CLF vs COR
+524.4%
-424.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.5% |
| 7D | -19.6% | +0.8% | -20.4% | -19.9% |
| 30D | -5.0% | +5.1% | -10.1% | -7.4% |
| 3M | -6.3% | +2.8% | -9.1% | -8.1% |
| 6M | +2.8% | +32.5% | -29.8% | -11.1% |
| YTD | -13.7% | -0.7% | -13.1% | -15.8% |
| 1Y | +13.6% | -6.7% | +20.3% | +14.2% |
| 3Y | -34.0% | +73.7% | -107.7% | -55.6% |
| 5Y | -48.7% | +177.9% | -226.6% | -74.5% |
| All | +99.7% | +524.4% | -424.7% | -42.1% |
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