-22.1%
BA vs COR
+178.3%
-200.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.8% |
| 7D | +1.1% | +0.8% | +0.3% | +1.0% |
| 30D | -7.9% | +5.1% | -13.1% | -8.6% |
| 3M | -25.3% | +2.8% | -28.1% | -25.7% |
| 6M | -24.6% | +32.5% | -57.1% | -27.7% |
| YTD | -20.1% | -0.7% | -19.5% | -20.4% |
| 1Y | -11.8% | -6.7% | -5.1% | -11.0% |
| 3Y | -10.1% | +73.7% | -83.9% | -28.9% |
| All | -22.1% | +178.3% | -200.4% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling