+181.4%
COR vs BEN
+19.4%
+161.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.5% | -2.1% |
| 7D | +0.8% | +6.6% | -5.8% | +0.5% |
| 30D | +5.1% | +3.8% | +1.3% | +4.9% |
| 3M | +2.8% | +0.2% | +2.6% | +2.8% |
| 6M | +32.5% | +10.4% | +22.1% | +31.6% |
| YTD | -0.7% | +46.2% | -46.8% | -3.5% |
| 1Y | -6.7% | +52.3% | -59.0% | -9.6% |
| 3Y | +73.7% | +65.9% | +7.8% | +65.1% |
| All | +181.4% | +19.4% | +161.9% | +184.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling