+181.4%
COR vs BB
-20.8%
+202.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -1.7% |
| 7D | +0.8% | +3.8% | -3.0% | +0.9% |
| 30D | +5.1% | -0.3% | +5.5% | +5.2% |
| 3M | +2.8% | -0.5% | +3.3% | +3.0% |
| 6M | +32.5% | +45.9% | -13.4% | +33.7% |
| YTD | -0.7% | +130.6% | -131.3% | +1.0% |
| 1Y | -6.7% | +89.2% | -95.9% | -5.4% |
| 3Y | +73.7% | +137.5% | -63.8% | +77.4% |
| All | +181.4% | -20.8% | +202.2% | +207.5% |
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