+5,301.4%
COR vs BB
+307.3%
+4,994.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.0% |
| 7D | +0.8% | +3.8% | -3.0% | +0.6% |
| 30D | +5.1% | -0.3% | +5.5% | +5.0% |
| 3M | +2.8% | -0.5% | +3.3% | +2.6% |
| 6M | +32.5% | +45.9% | -13.4% | +29.1% |
| YTD | -0.7% | +130.6% | -131.3% | -5.7% |
| 1Y | -6.7% | +89.2% | -95.9% | -10.7% |
| 3Y | +73.7% | +137.5% | -63.8% | +61.3% |
| 5Y | +177.9% | -20.9% | +198.8% | +169.9% |
| 10Y | +533.8% | +25.4% | +508.4% | +464.3% |
| All | +5,301.4% | +307.3% | +4,994.1% | +4,817.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling