+1,683.3%
BE vs COR
+85.9%
+1,597.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.4% | -3.0% |
| 7D | +23.9% | -3.9% | +27.8% | +22.4% |
| 30D | +27.8% | -0.3% | +28.2% | +28.0% |
| 3M | +3.7% | +15.9% | -12.1% | +8.4% |
| 6M | +78.0% | -10.3% | +88.2% | +75.8% |
| YTD | +209.9% | -3.7% | +213.6% | +217.8% |
| 1Y | +389.6% | +9.1% | +380.5% | +440.5% |
| All | +1,683.3% | +85.9% | +1,597.4% | +2,644.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling