+7,248.3%
COR vs CRL
+1,630.9%
+5,617.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.8% | -9.6% | -3.4% |
| 7D | +0.8% | -6.1% | +6.9% | +1.8% |
| 30D | +5.1% | +12.4% | -7.3% | +2.2% |
| 3M | +2.8% | +27.1% | -24.3% | -2.8% |
| 6M | +32.5% | +85.7% | -53.2% | +15.2% |
| YTD | -0.7% | +69.2% | -69.9% | -12.9% |
| 1Y | -6.7% | +97.5% | -104.2% | -20.9% |
| 3Y | +73.7% | +86.1% | -12.4% | +40.9% |
| 5Y | +177.9% | -10.0% | +187.9% | +160.0% |
| 10Y | +533.8% | +395.0% | +138.8% | +276.6% |
| All | +7,248.3% | +1,630.9% | +5,617.4% | +3,107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling