+317.2%
CLF vs COR
+17,545.2%
-17,228.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.4% |
| 7D | +7.6% | +2.8% | +4.8% | +6.7% |
| 30D | -1.2% | +4.5% | -5.7% | -2.7% |
| 3M | -13.4% | +22.7% | -36.0% | -18.8% |
| 6M | +15.4% | -9.7% | +25.2% | +17.7% |
| YTD | -5.9% | -1.4% | -4.4% | -6.9% |
| 1Y | +18.8% | +13.9% | +4.9% | +11.6% |
| 3Y | -19.4% | +94.0% | -113.4% | -37.2% |
| 5Y | -47.7% | +184.0% | -231.7% | -63.9% |
| 10Y | +130.4% | +406.8% | -276.4% | +32.9% |
| All | +317.2% | +17,545.2% | -17,228.1% | +47.0% |
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