-3.1%
COR vs BROS
-40.8%
+37.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | -0.2% |
| 7D | +2.9% | -2.5% | +5.3% | +2.8% |
| 30D | +5.8% | -11.2% | +17.1% | +6.4% |
| 3M | +11.4% | -33.9% | +45.4% | +9.7% |
| 6M | +34.5% | -33.5% | +68.0% | +32.7% |
| YTD | +4.1% | -44.9% | +49.0% | +0.9% |
| 1Y | -3.1% | -41.5% | +38.4% | -5.7% |
| All | -3.1% | -40.8% | +37.7% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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