+103.9%
BP vs COR
+178.3%
-74.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.2% |
| 7D | -11.6% | +0.8% | -12.5% | -11.8% |
| 30D | 0.0% | +5.1% | -5.1% | -0.7% |
| 3M | +6.7% | +2.8% | +3.9% | +6.2% |
| 6M | +2.2% | +32.5% | -30.4% | -2.1% |
| YTD | +33.0% | -0.7% | +33.6% | +32.4% |
| 1Y | +30.7% | -6.7% | +37.4% | +31.4% |
| 3Y | +44.2% | +73.7% | -29.5% | +20.7% |
| All | +103.9% | +178.3% | -74.4% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling