+486.6%
COR vs BAX
-34.5%
+521.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.8% |
| 7D | +2.4% | +3.6% | -1.2% | +1.6% |
| 30D | +7.7% | +8.5% | -0.8% | +5.4% |
| 3M | +7.5% | -4.9% | +12.4% | +8.5% |
| 6M | +34.1% | +47.0% | -12.9% | +20.7% |
| YTD | +3.9% | +38.4% | -34.6% | -6.2% |
| 1Y | -3.6% | +49.1% | -52.8% | -14.9% |
| 3Y | +80.5% | -14.9% | +95.4% | +76.8% |
| 5Y | +194.9% | -63.1% | +258.0% | +300.4% |
| 10Y | +486.6% | -35.6% | +522.2% | +577.1% |
| All | +486.6% | -34.5% | +521.1% | +577.1% |
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