-47.8%
CLF vs COR
+184.0%
-231.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.2% |
| 7D | +7.6% | +2.8% | +4.8% | +7.0% |
| 30D | -1.2% | +4.5% | -5.7% | -2.2% |
| 3M | -13.4% | +22.7% | -36.0% | -17.2% |
| 6M | +15.4% | -9.7% | +25.2% | +18.6% |
| YTD | -5.9% | -1.4% | -4.4% | -5.7% |
| 1Y | +18.8% | +13.9% | +4.9% | +12.4% |
| 3Y | -19.4% | +94.0% | -113.4% | -45.6% |
| All | -47.8% | +184.0% | -231.8% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling