+7,607.8%
COR vs CRL
+1,657.4%
+5,950.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -1.2% | +5.0% | -6.2% | -2.2% |
| 30D | +7.6% | +13.5% | -5.9% | +4.4% |
| 3M | +5.0% | +21.5% | -16.5% | +0.2% |
| 6M | +35.3% | +103.4% | -68.1% | +15.5% |
| YTD | +4.2% | +71.8% | -67.6% | -8.9% |
| 1Y | -3.4% | +97.5% | -100.9% | -18.2% |
| 3Y | +81.1% | +99.2% | -18.1% | +44.7% |
| 5Y | +195.8% | -12.1% | +208.0% | +178.7% |
| 10Y | +493.6% | +359.2% | +134.4% | +258.6% |
| All | +7,607.8% | +1,657.4% | +5,950.4% | +3,253.7% |
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 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