-11.5%
BA vs COR
-2.4%
-9.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.2% | -0.8% |
| 7D | -1.7% | +2.3% | -4.1% | -1.8% |
| 30D | -9.5% | +6.8% | -16.2% | -9.6% |
| 3M | -26.5% | +8.1% | -34.6% | -26.7% |
| 6M | -27.4% | +33.0% | -60.4% | -27.0% |
| YTD | -20.6% | +3.0% | -23.6% | -20.0% |
| All | -11.5% | -2.4% | -9.2% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling