+486.6%
COR vs CRL
+353.6%
+133.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.2% |
| 7D | +2.4% | -1.7% | +4.1% | +2.5% |
| 30D | +7.7% | +14.6% | -6.9% | +4.6% |
| 3M | +7.5% | +24.8% | -17.3% | +2.6% |
| 6M | +34.1% | +94.7% | -60.6% | +17.5% |
| YTD | +3.9% | +73.4% | -69.5% | -7.9% |
| 1Y | -3.6% | +104.7% | -108.3% | -17.4% |
| 3Y | +80.5% | +101.1% | -20.5% | +46.1% |
| 5Y | +194.9% | -10.8% | +205.6% | +199.1% |
| 10Y | +486.6% | +358.8% | +127.8% | +158.9% |
| All | +486.6% | +353.6% | +133.0% | +158.9% |
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