+186.1%
COR vs BB
-30.6%
+216.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +2.8% | -5.6% | +8.4% | +2.6% |
| 30D | +4.5% | -11.8% | +16.3% | +4.3% |
| 3M | +22.7% | -25.5% | +48.2% | +22.1% |
| 6M | -9.7% | +121.3% | -131.0% | -8.9% |
| YTD | -1.4% | +103.2% | -104.6% | -0.6% |
| 1Y | +13.9% | +102.6% | -88.7% | +14.9% |
| 3Y | +94.0% | +37.5% | +56.5% | +99.2% |
| All | +186.1% | -30.6% | +216.7% | +205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 5y: compounded portfolio wealth divided by compounded BB 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…
5y analysis · Full analysis span regression · 6 months rolling