+17,451.9%
COR vs CLX
+1,323.1%
+16,128.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.6% |
| 7D | +2.8% | -9.2% | +12.0% | +5.0% |
| 30D | +4.5% | -11.0% | +15.6% | +7.3% |
| 3M | +22.7% | +5.0% | +17.6% | +20.9% |
| 6M | -9.7% | -18.8% | +9.1% | -6.1% |
| YTD | -1.4% | -4.4% | +3.0% | -1.5% |
| 1Y | +13.9% | -21.9% | +35.8% | +19.3% |
| 3Y | +94.0% | -32.8% | +126.7% | +108.4% |
| 5Y | +184.0% | -34.6% | +218.6% | +202.0% |
| 10Y | +406.8% | -4.7% | +411.5% | +376.6% |
| All | +17,451.9% | +1,323.1% | +16,128.7% | +8,918.6% |
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 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