+5,546.7%
COR vs BB
+325.9%
+5,220.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +0.9% |
| 7D | +2.4% | +11.6% | -9.2% | +1.9% |
| 30D | +7.7% | +2.6% | +5.1% | +7.4% |
| 3M | +7.5% | +3.5% | +4.0% | +7.0% |
| 6M | +34.1% | +43.5% | -9.4% | +30.7% |
| YTD | +3.9% | +141.2% | -137.3% | -1.6% |
| 1Y | -3.6% | +97.4% | -101.1% | -7.9% |
| 3Y | +80.5% | +151.1% | -70.6% | +67.1% |
| 5Y | +194.9% | -12.8% | +207.6% | +185.0% |
| 10Y | +486.6% | +27.5% | +459.1% | +422.1% |
| All | +5,546.7% | +325.9% | +5,220.8% | +5,030.5% |
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 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