+55.3%
BE vs COR
+5.5%
+49.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.0% | -10.3% | -5.6% |
| 7D | -12.1% | +9.1% | -21.3% | -10.7% |
| 30D | -30.1% | +12.4% | -42.5% | -28.6% |
| 3M | -12.1% | +15.8% | -28.0% | -10.5% |
| 6M | -30.6% | +17.1% | -47.6% | -28.8% |
| YTD | +130.6% | +5.4% | +125.2% | +165.5% |
| 1Y | +55.3% | +3.5% | +51.8% | +78.3% |
| All | +55.3% | +5.5% | +49.8% | +78.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling