+33.7%
BP vs COR
+92.7%
-59.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.5% |
| 7D | +3.9% | +2.8% | +1.2% | +3.9% |
| 30D | +7.6% | +4.5% | +3.1% | +7.6% |
| 3M | +0.7% | +22.7% | -22.0% | +0.8% |
| 6M | +15.5% | -9.7% | +25.2% | +14.3% |
| YTD | +30.8% | -1.4% | +32.3% | +30.6% |
| 1Y | +34.3% | +13.9% | +20.4% | +35.8% |
| All | +33.7% | +92.7% | -59.0% | +35.4% |
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