+3,582.6%
COR vs BG
+1,131.5%
+2,451.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | +2.8% | +2.8% | 0.0% | +2.3% |
| 30D | +4.5% | +12.0% | -7.5% | +2.4% |
| 3M | +22.7% | -7.7% | +30.4% | +24.1% |
| 6M | -9.7% | +4.5% | -14.2% | -10.8% |
| YTD | -1.4% | +35.7% | -37.1% | -7.2% |
| 1Y | +13.9% | +50.1% | -36.1% | +5.0% |
| 3Y | +94.0% | +12.6% | +81.4% | +85.8% |
| 5Y | +184.0% | +75.4% | +108.6% | +145.9% |
| 10Y | +406.8% | +150.5% | +256.3% | +294.6% |
| All | +3,582.6% | +1,131.5% | +2,451.1% | +2,240.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling