+2,288.2%
CLS vs COR
+6,828.3%
-4,540.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.2% |
| 7D | -13.9% | +2.4% | -16.3% | -14.3% |
| 30D | -38.2% | +7.7% | -45.9% | -39.3% |
| 3M | -28.8% | +7.5% | -36.3% | -30.4% |
| 6M | -40.4% | +34.1% | -74.5% | -45.0% |
| YTD | -24.3% | +3.9% | -28.1% | -26.0% |
| 1Y | -35.0% | -3.6% | -31.4% | -35.4% |
| 3Y | +778.7% | +80.5% | +698.2% | +636.4% |
| 5Y | +1,884.8% | +194.9% | +1,690.0% | +1,364.2% |
| 10Y | +1,761.1% | +486.6% | +1,274.5% | +1,044.8% |
| All | +2,288.2% | +6,828.3% | -4,540.1% | +890.1% |
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