+1,824.8%
COR vs BR
+1,321.0%
+503.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -0.8% |
| 7D | +2.8% | -5.3% | +8.0% | +4.6% |
| 30D | +4.5% | +6.4% | -1.9% | +2.3% |
| 3M | +22.7% | +13.6% | +9.0% | +17.1% |
| 6M | -9.7% | -6.7% | -3.0% | -8.5% |
| YTD | -1.4% | -21.1% | +19.7% | +5.3% |
| 1Y | +13.9% | -29.6% | +43.5% | +26.3% |
| 3Y | +94.0% | -2.4% | +96.3% | +89.0% |
| 5Y | +184.0% | +11.2% | +172.8% | +158.6% |
| 10Y | +406.8% | +191.8% | +215.0% | +226.1% |
| All | +1,824.8% | +1,321.0% | +503.8% | +619.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling