+17,590.3%
COR vs CLX
+1,450.8%
+16,139.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +0.8% | +13.6% | -12.8% | -2.1% |
| 30D | +5.1% | +23.4% | -18.2% | +0.1% |
| 3M | +2.8% | -2.8% | +5.7% | +3.3% |
| 6M | +32.5% | +14.0% | +18.6% | +27.9% |
| YTD | -0.7% | +4.2% | -4.8% | -2.8% |
| 1Y | -6.7% | -1.2% | -5.5% | -7.6% |
| 3Y | +73.7% | -12.7% | +86.4% | +75.5% |
| 5Y | +177.9% | -26.5% | +204.3% | +187.2% |
| 10Y | +533.8% | +20.2% | +513.5% | +463.0% |
| All | +17,590.3% | +1,450.8% | +16,139.4% | +8,800.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling