+668.0%
BE vs COR
+454.6%
+213.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.0% | -7.9% | -6.0% |
| 7D | +10.8% | +7.8% | +3.0% | +7.9% |
| 30D | -19.8% | +7.0% | -26.8% | -21.6% |
| 3M | -18.7% | +16.3% | -35.0% | -23.1% |
| 6M | -33.7% | +41.3% | -75.0% | -43.4% |
| YTD | +121.0% | +7.1% | +113.8% | +111.5% |
| 1Y | +85.4% | -0.8% | +86.2% | +83.3% |
| 3Y | +1,709.5% | +85.0% | +1,624.5% | +1,128.7% |
| 5Y | +462.2% | +203.9% | +258.3% | +166.9% |
| All | +668.0% | +454.6% | +213.3% | +140.2% |
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