+26.6%
BA vs COR
+505.6%
-479.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | 0.0% | +2.4% | -2.4% | -0.8% |
| 30D | -8.9% | +7.7% | -16.6% | -11.2% |
| 3M | -25.5% | +7.5% | -33.0% | -27.4% |
| 6M | -27.0% | +34.1% | -61.1% | -34.2% |
| YTD | -20.1% | +3.9% | -24.0% | -22.5% |
| 1Y | -11.0% | -3.6% | -7.4% | -11.4% |
| 3Y | -11.8% | +80.5% | -92.3% | -34.0% |
| 5Y | -20.6% | +194.9% | -215.5% | -52.7% |
| 10Y | +26.6% | +486.6% | -460.0% | -39.8% |
| All | +26.6% | +505.6% | -479.0% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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