+486.6%
COR vs BBWI
-44.4%
+531.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | +2.4% | -4.2% | +6.7% | +2.8% |
| 30D | +7.7% | +24.9% | -17.2% | +5.8% |
| 3M | +7.5% | +13.2% | -5.7% | +6.2% |
| 6M | +34.1% | +12.1% | +22.0% | +32.2% |
| YTD | +3.9% | +11.1% | -7.2% | +1.9% |
| 1Y | -3.6% | +0.7% | -4.4% | -5.1% |
| 3Y | +80.5% | -23.8% | +104.3% | +77.1% |
| 5Y | +194.9% | -66.9% | +261.8% | +211.3% |
| 10Y | +486.6% | -45.3% | +532.0% | +425.8% |
| All | +486.6% | -44.4% | +531.0% | +425.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling