-20.4%
BA vs COR
+197.2%
-217.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | -1.4% | -1.2% | -0.2% | -1.2% |
| 30D | -7.9% | +7.6% | -15.5% | -8.9% |
| 3M | -25.2% | +5.0% | -30.2% | -25.8% |
| 6M | -26.7% | +35.3% | -62.0% | -30.0% |
| YTD | -19.6% | +4.2% | -23.8% | -20.5% |
| 1Y | -10.6% | -3.4% | -7.2% | -10.2% |
| 3Y | -11.2% | +81.1% | -92.4% | -30.1% |
| 5Y | -20.4% | +195.8% | -216.3% | -57.0% |
| All | -20.4% | +197.2% | -217.7% | -57.0% |
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