+3.5%
COR vs CRL
+85.3%
-81.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.3% | +11.2% | +4.1% |
| 7D | +9.1% | -12.8% | +21.9% | +9.6% |
| 30D | +12.4% | +5.0% | +7.4% | +11.8% |
| 3M | +15.8% | +39.4% | -23.6% | +13.4% |
| 6M | +17.1% | +89.4% | -72.3% | +14.0% |
| YTD | +5.4% | +63.6% | -58.1% | +0.9% |
| 1Y | +3.5% | +83.5% | -79.9% | +1.0% |
| All | +3.5% | +85.3% | -81.8% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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