+7,190.8%
COR vs CRL
+1,379.5%
+5,811.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.5% |
| 7D | +2.8% | -1.0% | +3.8% | +3.0% |
| 30D | +4.5% | +10.7% | -6.1% | +2.3% |
| 3M | +22.7% | +55.3% | -32.6% | +11.6% |
| 6M | -9.7% | +60.7% | -70.4% | -19.0% |
| YTD | -1.4% | +44.6% | -46.1% | -10.1% |
| 1Y | +13.9% | +77.7% | -63.8% | -1.2% |
| 3Y | +94.0% | +37.6% | +56.3% | +68.9% |
| 5Y | +184.0% | -35.8% | +219.8% | +188.3% |
| 10Y | +406.8% | +241.7% | +165.0% | +227.6% |
| All | +7,190.8% | +1,379.5% | +5,811.3% | +3,207.9% |
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 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