-41.4%
CLF vs COR
+193.1%
-234.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +16.0% | +2.9% | +13.1% | +15.3% |
| 30D | +1.6% | +5.8% | -4.2% | +0.5% |
| 3M | +6.7% | +11.4% | -4.7% | +4.3% |
| 6M | +21.1% | +34.5% | -13.3% | +13.9% |
| YTD | -1.6% | +4.1% | -5.6% | -2.5% |
| 1Y | +18.5% | -3.1% | +21.6% | +19.7% |
| 3Y | -21.0% | +80.9% | -101.9% | -42.1% |
| 5Y | -41.4% | +195.1% | -236.5% | -71.6% |
| All | -41.4% | +193.1% | -234.4% | -71.6% |
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 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