+17,451.9%
COR vs BN
+17,591.5%
-139.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +2.8% | -2.5% | +5.2% | +3.3% |
| 30D | +4.5% | -9.5% | +14.0% | +6.8% |
| 3M | +22.7% | -10.4% | +33.0% | +25.4% |
| 6M | -9.7% | -6.4% | -3.4% | -8.9% |
| YTD | -1.4% | -11.9% | +10.4% | +0.4% |
| 1Y | +13.9% | -8.6% | +22.5% | +14.7% |
| 3Y | +94.0% | +77.6% | +16.4% | +62.2% |
| 5Y | +184.0% | +37.0% | +147.0% | +147.9% |
| 10Y | +406.8% | +266.4% | +140.4% | +243.3% |
| All | +17,451.9% | +17,591.5% | -139.6% | +5,505.6% |
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