+182.7%
COR vs BG
+86.7%
+96.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -3.9% | +0.5% | -4.4% | -3.9% |
| 30D | -0.3% | +10.3% | -10.6% | -1.4% |
| 3M | +15.9% | -1.9% | +17.8% | +15.9% |
| 6M | -10.3% | +5.2% | -15.5% | -10.9% |
| YTD | -3.7% | +41.2% | -44.9% | -7.2% |
| 1Y | +9.1% | +50.5% | -41.4% | +4.3% |
| 3Y | +86.6% | +19.9% | +66.7% | +82.6% |
| All | +182.7% | +86.7% | +96.0% | +143.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling