+375.7%
COR vs CLBK
+67.9%
+307.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +2.8% | +1.2% | +1.6% | +2.5% |
| 30D | +4.5% | +9.1% | -4.6% | +2.7% |
| 3M | +22.7% | +27.7% | -5.0% | +16.7% |
| 6M | -9.7% | +40.8% | -50.6% | -15.8% |
| YTD | -1.4% | +66.4% | -67.8% | -11.4% |
| 1Y | +13.9% | +72.4% | -58.4% | +1.3% |
| 3Y | +94.0% | +50.7% | +43.3% | +72.9% |
| 5Y | +184.0% | +42.9% | +141.1% | +140.9% |
| All | +375.7% | +67.9% | +307.8% | +259.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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