+3,231.7%
CLS vs COR
+6,475.4%
-3,243.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.2% |
| 7D | +4.6% | +2.8% | +1.8% | +3.9% |
| 30D | -13.9% | +4.5% | -18.4% | -15.1% |
| 3M | -26.6% | +22.7% | -49.2% | -30.6% |
| 6M | +15.4% | -9.7% | +25.1% | +16.7% |
| YTD | +5.7% | -1.4% | +7.1% | +4.7% |
| 1Y | +41.1% | +13.9% | +27.2% | +34.9% |
| 3Y | +1,228.6% | +94.0% | +1,134.6% | +993.6% |
| 5Y | +3,240.6% | +184.0% | +3,056.6% | +2,390.4% |
| 10Y | +2,760.3% | +406.8% | +2,353.6% | +1,711.1% |
| All | +3,231.7% | +6,475.4% | -3,243.7% | +1,300.6% |
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