+36.6%
BP vs COR
+5.5%
+31.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.0% | -8.1% | -4.3% |
| 7D | -8.4% | +9.1% | -17.5% | -8.9% |
| 30D | +2.2% | +12.4% | -10.2% | +1.4% |
| 3M | +8.8% | +15.8% | -7.0% | +7.7% |
| 6M | -0.5% | +17.1% | -17.6% | -1.4% |
| YTD | +36.2% | +5.4% | +30.8% | +36.2% |
| 1Y | +36.6% | +3.5% | +33.0% | +37.3% |
| All | +36.6% | +5.5% | +31.1% | +37.3% |
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