+394.2%
COR vs BAX
-37.2%
+431.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.5% |
| 7D | -4.8% | -5.4% | +0.6% | -3.5% |
| 30D | -3.7% | -12.4% | +8.7% | -0.6% |
| 3M | +14.3% | +19.1% | -4.8% | +8.8% |
| 6M | -8.5% | +38.6% | -47.1% | -16.5% |
| YTD | -4.4% | +26.7% | -31.1% | -11.5% |
| 1Y | +9.1% | +1.0% | +8.1% | +6.5% |
| 3Y | +85.2% | -33.9% | +119.1% | +96.7% |
| 5Y | +180.7% | -67.0% | +247.7% | +291.1% |
| All | +394.2% | -37.2% | +431.4% | +498.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling