+3.5%
COR vs BEN
+56.2%
-52.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.7% | -0.7% | +4.3% |
| 7D | +9.1% | +6.7% | +2.4% | +9.7% |
| 30D | +12.4% | +3.0% | +9.4% | +12.5% |
| 3M | +15.8% | -4.3% | +20.2% | +15.1% |
| 6M | +17.1% | +16.4% | +0.7% | +17.7% |
| YTD | +5.4% | +46.8% | -41.3% | +3.7% |
| 1Y | +3.5% | +57.3% | -53.8% | +2.0% |
| All | +3.5% | +56.2% | -52.7% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling