+85.0%
COR vs BG
+6.5%
+78.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +2.9% |
| 7D | +7.8% | +2.6% | +5.3% | +7.7% |
| 30D | +7.0% | -6.7% | +13.7% | +7.3% |
| 3M | +16.3% | -9.3% | +25.5% | +16.6% |
| 6M | +41.3% | -18.3% | +59.6% | +41.9% |
| YTD | +7.1% | +16.2% | -9.0% | +7.5% |
| 1Y | -0.8% | +7.6% | -8.4% | -0.5% |
| 3Y | +85.0% | +6.6% | +78.4% | +83.8% |
| All | +85.0% | +6.5% | +78.5% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling