-26.4%
BA vs COR
+203.9%
-230.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.5% |
| 7D | -1.1% | +7.8% | -8.9% | -2.3% |
| 30D | -7.1% | +7.0% | -14.1% | -8.1% |
| 3M | -25.5% | +16.3% | -41.8% | -27.2% |
| 6M | -28.7% | +41.3% | -70.0% | -32.4% |
| YTD | -21.0% | +7.1% | -28.1% | -22.2% |
| 1Y | -11.9% | -0.8% | -11.0% | -11.9% |
| 3Y | -16.2% | +85.0% | -101.1% | -34.3% |
| All | -26.4% | +203.9% | -230.3% | -61.6% |
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 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