+18,237.3%
COR vs BN
+18,793.5%
-556.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.8% | -0.2% | +2.8% |
| 7D | +2.3% | +3.6% | -1.3% | +1.6% |
| 30D | +6.8% | +15.9% | -9.1% | +3.4% |
| 3M | +8.1% | -2.3% | +10.4% | +8.6% |
| 6M | +33.0% | -8.4% | +41.4% | +35.2% |
| YTD | +3.0% | -5.9% | +8.9% | +3.4% |
| 1Y | -3.4% | -5.6% | +2.2% | -3.3% |
| 3Y | +80.1% | +104.2% | -24.1% | +46.2% |
| 5Y | +194.7% | +35.5% | +159.2% | +158.6% |
| 10Y | +512.3% | +285.2% | +227.0% | +310.3% |
| All | +18,237.3% | +18,793.5% | -556.2% | +5,670.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling