+1,616.9%
BE vs COR
+74.4%
+1,542.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.2% | +2.9% |
| 7D | -14.7% | +0.8% | -15.6% | -14.4% |
| 30D | -40.5% | +5.1% | -45.7% | -39.4% |
| 3M | -24.3% | +2.8% | -27.2% | -23.3% |
| 6M | -39.3% | +32.5% | -71.9% | -35.0% |
| YTD | +99.4% | -0.7% | +100.0% | +107.2% |
| 1Y | +26.6% | -6.7% | +33.3% | +27.6% |
| 3Y | +1,616.9% | +73.7% | +1,543.2% | +2,906.0% |
| All | +1,616.9% | +74.4% | +1,542.6% | +2,906.0% |
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