+80.1%
CLF vs COR
+534.3%
-454.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.7% | +3.3% | +5.3% |
| 7D | -14.1% | +2.3% | -16.4% | -15.0% |
| 30D | -5.5% | +6.8% | -12.3% | -8.5% |
| 3M | 0.0% | +8.1% | -8.1% | -3.9% |
| 6M | +11.3% | +33.0% | -21.7% | -3.3% |
| YTD | -7.7% | +3.0% | -10.7% | -11.2% |
| 1Y | +17.5% | -3.4% | +21.0% | +16.5% |
| 3Y | -25.4% | +80.1% | -105.6% | -50.0% |
| 5Y | -46.0% | +194.7% | -240.7% | -73.4% |
| 10Y | +80.1% | +512.3% | -432.2% | -37.4% |
| All | +80.1% | +534.3% | -454.3% | -37.4% |
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