-10.6%
BA vs COR
+77.6%
-88.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -2.6% |
| 7D | -0.1% | +2.8% | -2.9% | 0.0% |
| 30D | -9.1% | +7.4% | -16.5% | -8.9% |
| 3M | -28.2% | +7.3% | -35.5% | -28.0% |
| 6M | -23.1% | +11.5% | -34.6% | -22.6% |
| YTD | -20.6% | +1.2% | -21.7% | -20.4% |
| 1Y | -12.7% | -3.3% | -9.4% | -13.1% |
| All | -10.6% | +77.6% | -88.2% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling