+13.9%
COR vs BRO
-24.4%
+38.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.6% |
| 7D | +2.8% | -2.6% | +5.3% | +3.2% |
| 30D | +4.5% | +0.9% | +3.6% | +4.4% |
| 3M | +22.7% | +24.8% | -2.1% | +19.8% |
| 6M | -9.7% | -0.1% | -9.7% | -12.9% |
| YTD | -1.4% | -9.7% | +8.3% | -3.4% |
| 1Y | +13.9% | -24.5% | +38.4% | +17.5% |
| All | +13.9% | -24.4% | +38.4% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling