+179.3%
COR vs BRO
+17.6%
+161.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.8% | -7.3% | +4.5% | -1.1% |
| 30D | +2.6% | -6.9% | +9.4% | +4.2% |
| 3M | +14.5% | +10.7% | +3.8% | +11.8% |
| 6M | -7.8% | -2.7% | -5.1% | -7.8% |
| YTD | -4.2% | -16.3% | +12.1% | -1.2% |
| 1Y | +7.0% | -29.1% | +36.1% | +14.9% |
| 3Y | +85.5% | -7.8% | +93.4% | +85.0% |
| All | +179.3% | +17.6% | +161.7% | +151.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling