+491.6%
COR vs CLX
+29.3%
+462.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.7% |
| 7D | +2.4% | +13.6% | -11.2% | -0.1% |
| 30D | +7.7% | +29.1% | -21.4% | +2.6% |
| 3M | +7.5% | +1.6% | +5.9% | +6.9% |
| 6M | +34.1% | +18.7% | +15.4% | +29.2% |
| YTD | +3.9% | +11.1% | -7.2% | +0.9% |
| 1Y | -3.6% | +7.0% | -10.6% | -5.7% |
| 3Y | +80.5% | -10.0% | +90.5% | +81.9% |
| 5Y | +194.9% | -22.6% | +217.5% | +201.6% |
| All | +491.6% | +29.3% | +462.3% | +453.0% |
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