-3.6%
COR vs BAX
+47.2%
-50.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.8% |
| 7D | +2.4% | +3.6% | -1.2% | +1.9% |
| 30D | +7.7% | +8.5% | -0.8% | +6.3% |
| 3M | +7.5% | -4.9% | +12.4% | +8.1% |
| 6M | +34.1% | +47.0% | -12.9% | +25.4% |
| YTD | +3.9% | +38.4% | -34.6% | -1.0% |
| 1Y | -3.6% | +49.1% | -52.8% | -8.0% |
| All | -3.6% | +47.2% | -50.9% | -8.0% |
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 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