+185.1%
COR vs BTDR
+15.3%
+169.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.9% |
| 7D | -4.8% | -3.2% | -1.6% | -4.9% |
| 30D | -3.7% | +32.7% | -36.4% | -2.9% |
| 3M | +14.3% | -28.4% | +42.7% | +14.0% |
| 6M | -8.5% | +51.7% | -60.2% | -7.3% |
| YTD | -4.4% | +2.9% | -7.3% | -3.5% |
| 1Y | +9.1% | -15.5% | +24.6% | +10.1% |
| 3Y | +85.2% | 0.0% | +85.2% | +91.7% |
| 5Y | +180.7% | +16.5% | +164.2% | +192.1% |
| All | +185.1% | +15.3% | +169.8% | +195.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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