+977.1%
BE vs COR
+398.5%
+578.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.4% | -2.7% |
| 7D | +23.9% | -3.9% | +27.8% | +25.5% |
| 30D | +27.8% | -0.3% | +28.2% | +27.3% |
| 3M | +3.7% | +15.9% | -12.1% | -4.1% |
| 6M | +78.0% | -10.3% | +88.2% | +82.5% |
| YTD | +209.9% | -3.7% | +213.6% | +208.2% |
| 1Y | +389.6% | +9.1% | +380.5% | +355.4% |
| 3Y | +1,730.6% | +86.6% | +1,644.0% | +1,098.0% |
| 5Y | +1,227.8% | +180.9% | +1,046.9% | +540.4% |
| All | +977.1% | +398.5% | +578.6% | +250.1% |
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