+17,451.9%
COR vs BBWI
+706.5%
+16,745.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.2% |
| 7D | +2.8% | +1.5% | +1.3% | +2.5% |
| 30D | +4.5% | -5.2% | +9.7% | +5.0% |
| 3M | +22.7% | +11.1% | +11.6% | +20.3% |
| 6M | -9.7% | -13.4% | +3.6% | -9.2% |
| YTD | -1.4% | +0.1% | -1.5% | -3.1% |
| 1Y | +13.9% | -36.1% | +50.1% | +17.8% |
| 3Y | +94.0% | -44.1% | +138.1% | +96.8% |
| 5Y | +184.0% | -66.2% | +250.3% | +200.3% |
| 10Y | +406.8% | -54.8% | +461.5% | +357.0% |
| All | +17,451.9% | +706.5% | +16,745.4% | +8,387.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling