+180.5%
COR vs CLX
-35.2%
+215.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | -1.9% | -3.5% | +1.7% | -1.4% |
| 30D | +1.5% | -11.9% | +13.4% | +3.4% |
| 3M | +18.7% | -2.6% | +21.3% | +19.0% |
| 6M | -9.0% | -18.2% | +9.1% | -6.2% |
| YTD | -3.3% | -5.9% | +2.6% | -2.8% |
| 1Y | +9.8% | -23.8% | +33.7% | +14.6% |
| 3Y | +87.4% | -33.6% | +120.9% | +99.5% |
| 5Y | +180.5% | -35.7% | +216.2% | +189.6% |
| All | +180.5% | -35.2% | +215.7% | +189.6% |
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