+407.4%
COR vs CLX
-3.8%
+411.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | 0.0% |
| 7D | -3.9% | -4.9% | +1.1% | -3.0% |
| 30D | -0.3% | -15.8% | +15.5% | +2.7% |
| 3M | +15.9% | -7.9% | +23.8% | +17.4% |
| 6M | -10.3% | -19.0% | +8.8% | -7.1% |
| YTD | -3.7% | -7.9% | +4.2% | -2.9% |
| 1Y | +9.1% | -25.4% | +34.4% | +14.5% |
| 3Y | +86.6% | -35.0% | +121.6% | +100.0% |
| 5Y | +180.9% | -36.8% | +217.7% | +198.2% |
| 10Y | +407.4% | -1.4% | +408.9% | +427.3% |
| All | +407.4% | -3.8% | +411.3% | +427.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling