+9.1%
COR vs CLX
-25.2%
+34.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -0.3% |
| 7D | -3.9% | -4.9% | +1.1% | -3.6% |
| 30D | -0.3% | -15.8% | +15.5% | +0.6% |
| 3M | +15.9% | -7.9% | +23.8% | +16.3% |
| 6M | -10.3% | -19.0% | +8.8% | -6.5% |
| YTD | -3.7% | -7.9% | +4.2% | -1.6% |
| 1Y | +9.1% | -25.4% | +34.4% | +18.8% |
| All | +9.1% | -25.2% | +34.2% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling