+13.9%
COR vs BAX
+9.9%
+4.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.0% |
| 7D | +2.8% | -1.1% | +3.9% | +2.9% |
| 30D | +4.5% | -5.5% | +10.0% | +5.1% |
| 3M | +22.7% | +33.5% | -10.9% | +18.4% |
| 6M | -9.7% | +35.9% | -45.6% | -13.2% |
| YTD | -1.4% | +35.4% | -36.8% | -3.9% |
| 1Y | +13.9% | +9.8% | +4.2% | +11.6% |
| All | +13.9% | +9.9% | +4.0% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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