+194.7%
COR vs BN
+35.4%
+159.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.8% | -0.2% | +3.4% |
| 7D | +2.3% | +3.6% | -1.3% | +2.1% |
| 30D | +6.8% | +15.9% | -9.1% | +5.7% |
| 3M | +8.1% | -2.3% | +10.4% | +8.2% |
| 6M | +33.0% | -8.4% | +41.4% | +33.5% |
| YTD | +3.0% | -5.9% | +8.9% | +3.1% |
| 1Y | -3.4% | -5.6% | +2.2% | -3.4% |
| 3Y | +80.1% | +104.2% | -24.1% | +61.5% |
| 5Y | +194.7% | +35.5% | +159.2% | +184.3% |
| All | +194.7% | +35.4% | +159.4% | +184.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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