+17,451.9%
COR vs BAX
+485.3%
+16,966.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.2% |
| 7D | +2.8% | -1.1% | +3.9% | +3.1% |
| 30D | +4.5% | -5.5% | +10.0% | +6.2% |
| 3M | +22.7% | +33.5% | -10.9% | +12.0% |
| 6M | -9.7% | +35.9% | -45.6% | -18.4% |
| YTD | -1.4% | +35.4% | -36.8% | -11.6% |
| 1Y | +13.9% | +9.8% | +4.2% | +7.7% |
| 3Y | +94.0% | -32.7% | +126.7% | +104.0% |
| 5Y | +184.0% | -65.6% | +249.6% | +264.7% |
| 10Y | +406.8% | -34.9% | +441.7% | +424.4% |
| All | +17,451.9% | +485.3% | +16,966.5% | +9,996.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling