+180.7%
COR vs BR
+7.7%
+173.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -4.8% | -6.0% | +1.1% | -3.9% |
| 30D | -3.7% | -0.9% | -2.8% | -3.6% |
| 3M | +14.3% | +16.4% | -2.0% | +11.2% |
| 6M | -8.5% | -8.2% | -0.3% | -7.6% |
| YTD | -4.4% | -23.2% | +18.8% | -0.4% |
| 1Y | +9.1% | -30.9% | +40.1% | +16.0% |
| 3Y | +85.2% | -5.0% | +90.2% | +82.5% |
| 5Y | +180.7% | +8.8% | +171.9% | +159.4% |
| All | +180.7% | +7.7% | +173.0% | +159.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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