+18,237.3%
COR vs BAX
+498.5%
+17,738.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +3.0% |
| 7D | +2.3% | +9.0% | -6.7% | -0.1% |
| 30D | +6.8% | +8.5% | -1.7% | +4.1% |
| 3M | +8.1% | -4.1% | +12.2% | +9.0% |
| 6M | +33.0% | +46.9% | -13.9% | +17.7% |
| YTD | +3.0% | +38.4% | -35.4% | -8.5% |
| 1Y | -3.4% | +47.0% | -50.4% | -15.9% |
| 3Y | +80.1% | -14.9% | +95.1% | +75.9% |
| 5Y | +194.7% | -62.5% | +257.2% | +267.3% |
| 10Y | +512.3% | -33.9% | +546.2% | +530.4% |
| All | +18,237.3% | +498.5% | +17,738.8% | +10,348.1% |
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 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