+395.2%
COR vs BG
+166.7%
+228.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.6% |
| 7D | -2.8% | +3.1% | -6.0% | -3.5% |
| 30D | +2.6% | +10.2% | -7.7% | +0.2% |
| 3M | +14.5% | -1.7% | +16.1% | +14.5% |
| 6M | -7.8% | +1.0% | -8.8% | -8.5% |
| YTD | -4.2% | +39.9% | -44.1% | -11.9% |
| 1Y | +7.0% | +53.2% | -46.2% | -4.0% |
| 3Y | +85.5% | +16.3% | +69.3% | +75.1% |
| 5Y | +181.2% | +83.9% | +97.3% | +124.3% |
| All | +395.2% | +166.7% | +228.5% | +203.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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