+3,038.3%
CLS vs COR
+399.7%
+2,638.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +20.1% | -3.9% | +24.0% | +21.3% |
| 30D | +6.0% | -0.3% | +6.4% | +5.7% |
| 3M | -10.3% | +15.9% | -26.2% | -14.7% |
| 6M | +24.5% | -10.3% | +34.8% | +26.8% |
| YTD | +12.9% | -3.7% | +16.6% | +12.6% |
| 1Y | +36.7% | +9.1% | +27.6% | +31.4% |
| 3Y | +1,328.1% | +86.6% | +1,241.5% | +1,017.8% |
| 5Y | +3,682.3% | +180.9% | +3,501.4% | +2,431.6% |
| 10Y | +3,038.3% | +407.4% | +2,630.9% | +1,702.8% |
| All | +3,038.3% | +399.7% | +2,638.6% | +1,702.8% |
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 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