-1.0%
COR vs BTDR
-48.4%
+47.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -8.6% | +11.4% | +2.2% |
| 7D | +7.6% | -6.9% | +14.5% | +7.3% |
| 30D | +6.8% | -31.5% | +38.3% | +4.5% |
| 3M | +16.0% | -36.1% | +52.1% | +13.8% |
| 6M | +41.0% | -57.6% | +98.7% | +35.5% |
| YTD | +6.9% | -50.0% | +57.0% | +4.5% |
| 1Y | -1.0% | -49.6% | +48.6% | -3.2% |
| All | -1.0% | -48.4% | +47.4% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling