+512.3%
COR vs CRL
+400.8%
+111.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +2.8% |
| 7D | +2.3% | +4.4% | -2.0% | +1.4% |
| 30D | +6.8% | +17.1% | -10.3% | +3.4% |
| 3M | +8.1% | +32.1% | -24.0% | +2.2% |
| 6M | +33.0% | +98.9% | -65.9% | +16.1% |
| YTD | +3.0% | +77.1% | -74.1% | -9.0% |
| 1Y | -3.4% | +110.3% | -113.7% | -17.6% |
| 3Y | +80.1% | +108.5% | -28.4% | +44.6% |
| 5Y | +194.7% | -7.9% | +202.6% | +196.6% |
| 10Y | +512.3% | +368.9% | +143.3% | +169.7% |
| All | +512.3% | +400.8% | +111.4% | +169.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling