+184.3%
COR vs CLX
-27.2%
+211.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | +0.8% | +13.6% | -12.8% | -1.1% |
| 30D | +5.1% | +23.4% | -18.2% | +1.8% |
| 3M | +2.8% | -2.8% | +5.7% | +3.0% |
| 6M | +32.5% | +14.0% | +18.6% | +29.5% |
| YTD | -0.7% | +4.2% | -4.8% | -1.8% |
| 1Y | -6.7% | -1.2% | -5.5% | -6.9% |
| 3Y | +73.7% | -12.7% | +86.4% | +76.7% |
| All | +184.3% | -27.2% | +211.5% | +191.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling