+180.9%
COR vs BEN
+40.0%
+141.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | -3.9% | +3.4% | -7.2% | -4.1% |
| 30D | -0.3% | +1.8% | -2.1% | -0.4% |
| 3M | +15.9% | +8.4% | +7.5% | +15.1% |
| 6M | -10.3% | +35.6% | -45.9% | -12.5% |
| YTD | -3.7% | +46.4% | -50.1% | -6.8% |
| 1Y | +9.1% | +46.3% | -37.2% | +5.5% |
| 3Y | +86.6% | +54.6% | +32.0% | +78.0% |
| 5Y | +180.9% | +39.4% | +141.5% | +166.7% |
| All | +180.9% | +40.0% | +141.0% | +166.7% |
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