+395.2%
COR vs BRO
+294.2%
+100.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.8% | -7.3% | +4.5% | +0.2% |
| 30D | +2.6% | -6.9% | +9.4% | +5.4% |
| 3M | +14.5% | +10.7% | +3.8% | +9.3% |
| 6M | -7.8% | -2.7% | -5.1% | -7.6% |
| YTD | -4.2% | -16.3% | +12.1% | +1.6% |
| 1Y | +7.0% | -29.1% | +36.1% | +21.7% |
| 3Y | +85.5% | -7.8% | +93.4% | +81.1% |
| 5Y | +181.2% | +18.7% | +162.5% | +128.5% |
| All | +395.2% | +294.2% | +100.9% | +109.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling