+32.3%
COR vs BIYA
-99.9%
+132.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.1% | +0.3% |
| 7D | -1.2% | +2.5% | -3.7% | -1.2% |
| 30D | +7.6% | -22.3% | +29.9% | +7.8% |
| 3M | +5.0% | -54.8% | +59.8% | +5.3% |
| 6M | +35.3% | -86.5% | +121.8% | +35.2% |
| YTD | +4.2% | -96.8% | +101.1% | +4.5% |
| 1Y | -3.4% | -98.6% | +95.2% | -3.6% |
| All | +32.3% | -99.9% | +132.2% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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