+142.2%
BP vs COR
+486.2%
-344.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +0.1% |
| 7D | +3.8% | +7.8% | -4.0% | +1.8% |
| 30D | -5.3% | +7.0% | -12.3% | -7.1% |
| 3M | +9.3% | +16.3% | -7.0% | +4.7% |
| 6M | +7.2% | +41.3% | -34.1% | -2.9% |
| YTD | +38.0% | +7.1% | +30.9% | +33.7% |
| 1Y | +33.2% | -0.8% | +34.0% | +31.8% |
| 3Y | +50.3% | +85.0% | -34.7% | +19.7% |
| 5Y | +114.1% | +203.9% | -89.8% | +42.3% |
| All | +142.2% | +486.2% | -344.0% | +34.0% |
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 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