+18,237.3%
COR vs BBWI
+799.5%
+17,437.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.4% |
| 7D | +2.3% | -6.2% | +8.5% | +3.2% |
| 30D | +6.8% | +25.5% | -18.7% | +3.7% |
| 3M | +8.1% | +8.0% | +0.1% | +6.6% |
| 6M | +33.0% | +12.7% | +20.3% | +29.7% |
| YTD | +3.0% | +11.6% | -8.7% | -0.4% |
| 1Y | -3.4% | -0.9% | -2.5% | -5.8% |
| 3Y | +80.1% | -22.7% | +102.8% | +74.6% |
| 5Y | +194.7% | -67.2% | +261.9% | +213.6% |
| 10Y | +512.3% | -43.7% | +556.0% | +433.5% |
| All | +18,237.3% | +799.5% | +17,437.8% | +8,625.2% |
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