+206.1%
COR vs BBY
-3.9%
+210.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.3% | +2.9% |
| 7D | +7.8% | +4.5% | +3.4% | +7.6% |
| 30D | +7.0% | +16.8% | -9.8% | +6.2% |
| 3M | +16.3% | +23.2% | -7.0% | +15.1% |
| 6M | +41.3% | +91.9% | -50.6% | +36.9% |
| YTD | +7.1% | +61.6% | -54.5% | +4.6% |
| 1Y | -0.8% | +43.9% | -44.7% | -2.5% |
| 3Y | +85.0% | +88.6% | -3.7% | +73.6% |
| All | +206.1% | -3.9% | +210.0% | +192.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling