+336.2%
CLF vs COR
+18,527.9%
-18,191.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +16.0% | +2.9% | +13.1% | +15.0% |
| 30D | +1.6% | +5.8% | -4.2% | -0.2% |
| 3M | +6.7% | +11.4% | -4.7% | +3.0% |
| 6M | +21.1% | +34.5% | -13.3% | +10.1% |
| YTD | -1.6% | +4.1% | -5.6% | -4.4% |
| 1Y | +18.5% | -3.1% | +21.6% | +17.6% |
| 3Y | -21.0% | +80.9% | -101.9% | -37.0% |
| 5Y | -41.4% | +195.1% | -236.5% | -60.0% |
| 10Y | +86.5% | +492.7% | -406.2% | +3.4% |
| All | +336.2% | +18,527.9% | -18,191.7% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling