+251.7%
BAC vs COR
+534.3%
-282.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | +0.9% |
| 7D | +2.0% | +2.3% | -0.4% | +1.1% |
| 30D | -6.9% | +6.8% | -13.7% | -9.2% |
| 3M | -19.6% | +8.1% | -27.7% | -22.2% |
| 6M | -0.5% | +33.0% | -33.5% | -11.3% |
| YTD | -6.6% | +3.0% | -9.6% | -9.7% |
| 1Y | -3.0% | -3.4% | +0.5% | -3.8% |
| 3Y | +97.3% | +80.1% | +17.2% | +43.5% |
| 5Y | +21.9% | +194.7% | -172.9% | -31.3% |
| 10Y | +251.7% | +512.3% | -260.6% | +42.5% |
| All | +251.7% | +534.3% | -282.7% | +42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling