+1,838.4%
CLS vs COR
+192.5%
+1,646.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.7% | +4.2% | +7.7% |
| 7D | -10.6% | +2.3% | -12.9% | -10.6% |
| 30D | -38.4% | +6.8% | -45.2% | -38.6% |
| 3M | -29.9% | +8.1% | -38.0% | -30.2% |
| 6M | -40.6% | +33.0% | -73.6% | -42.8% |
| YTD | -24.6% | +3.0% | -27.6% | -23.8% |
| 1Y | -30.8% | -3.4% | -27.4% | -29.5% |
| 3Y | +811.7% | +80.1% | +731.6% | +689.4% |
| 5Y | +1,838.4% | +194.7% | +1,643.7% | +1,053.7% |
| All | +1,838.4% | +192.5% | +1,646.0% | +1,053.7% |
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