+1,207.2%
BA vs COR
+17,545.2%
-16,338.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.3% |
| 7D | +1.2% | +2.8% | -1.6% | +0.4% |
| 30D | -11.6% | +4.5% | -16.2% | -12.7% |
| 3M | -2.4% | +22.7% | -25.0% | -7.6% |
| 6M | -6.6% | -9.7% | +3.1% | -5.1% |
| YTD | -2.2% | -1.4% | -0.8% | -3.2% |
| 1Y | -8.0% | +13.9% | -21.9% | -12.6% |
| 3Y | -5.0% | +94.0% | -99.0% | -22.9% |
| 5Y | -2.7% | +184.0% | -186.7% | -28.8% |
| 10Y | +75.9% | +406.8% | -330.9% | +8.7% |
| All | +1,207.2% | +17,545.2% | -16,338.0% | +303.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling