+87.4%
COR vs BBWI
-44.4%
+131.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -2.0% |
| 7D | -1.9% | +1.6% | -3.5% | -1.8% |
| 30D | +1.5% | -6.2% | +7.7% | +1.3% |
| 3M | +18.7% | +4.3% | +14.4% | +18.9% |
| 6M | -9.0% | -7.2% | -1.9% | -8.9% |
| YTD | -3.3% | -3.0% | -0.3% | -3.0% |
| 1Y | +9.8% | -30.8% | +40.6% | +9.3% |
| 3Y | +87.4% | -43.4% | +130.8% | +89.4% |
| All | +87.4% | -44.4% | +131.8% | +89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling