+838.1%
CLS vs COR
+86.2%
+751.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.0% | -8.3% | -5.0% |
| 7D | +16.3% | +7.8% | +8.4% | +17.5% |
| 30D | -25.7% | +7.0% | -32.7% | -24.8% |
| 3M | -30.9% | +16.3% | -47.1% | -29.2% |
| 6M | -35.5% | +41.3% | -76.8% | -33.8% |
| YTD | -18.7% | +7.1% | -25.8% | -15.4% |
| 1Y | -17.9% | -0.8% | -17.1% | -16.0% |
| 3Y | +838.1% | +85.0% | +753.1% | +1,077.9% |
| All | +838.1% | +86.2% | +751.9% | +1,077.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling