+780.7%
BAC vs COR
+17,684.4%
-16,903.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.2% |
| 7D | -1.2% | +0.8% | -2.0% | -1.4% |
| 30D | -7.7% | +5.1% | -12.8% | -9.0% |
| 3M | -21.2% | +2.8% | -24.0% | -22.0% |
| 6M | -6.8% | +32.5% | -39.4% | -14.5% |
| YTD | -8.7% | -0.7% | -8.1% | -10.1% |
| 1Y | -5.3% | -6.7% | +1.4% | -5.1% |
| 3Y | +87.4% | +73.7% | +13.7% | +53.8% |
| 5Y | +18.9% | +177.9% | -158.9% | -15.6% |
| 10Y | +273.3% | +533.8% | -260.5% | +106.5% |
| All | +780.7% | +17,684.4% | -16,903.7% | +185.9% |
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