+395.2%
COR vs BBY
+252.7%
+142.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.3% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | +2.6% | +9.4% | -6.8% | +1.1% |
| 3M | +14.5% | +19.3% | -4.9% | +11.1% |
| 6M | -7.8% | +47.9% | -55.7% | -13.8% |
| YTD | -4.2% | +39.6% | -43.8% | -9.9% |
| 1Y | +7.0% | +22.2% | -15.2% | +2.6% |
| 3Y | +85.5% | +45.0% | +40.6% | +66.3% |
| 5Y | +181.2% | +2.6% | +178.6% | +164.4% |
| All | +395.2% | +252.7% | +142.5% | +223.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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