+780.2%
BP vs COR
+17,684.4%
-16,904.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | -11.6% | +0.8% | -12.5% | -11.8% |
| 30D | 0.0% | +5.1% | -5.1% | -1.0% |
| 3M | +6.7% | +2.8% | +3.9% | +5.9% |
| 6M | +2.2% | +32.5% | -30.4% | -3.5% |
| YTD | +33.0% | -0.7% | +33.6% | +31.9% |
| 1Y | +30.7% | -6.7% | +37.4% | +31.1% |
| 3Y | +44.2% | +73.7% | -29.5% | +26.9% |
| 5Y | +105.1% | +177.9% | -72.7% | +64.1% |
| 10Y | +133.5% | +533.8% | -400.2% | +58.3% |
| All | +780.2% | +17,684.4% | -16,904.2% | +334.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling