+210.8%
COR vs BTDR
-29.7%
+240.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.7% | -9.3% | +0.6% |
| 7D | -1.2% | +7.7% | -8.8% | -0.9% |
| 30D | +7.6% | -24.1% | +31.7% | +7.0% |
| 3M | +5.0% | -19.1% | +24.1% | +4.8% |
| 6M | +35.3% | -46.6% | +81.9% | +34.2% |
| YTD | +4.2% | -37.3% | +41.5% | +4.0% |
| 1Y | -3.4% | -53.2% | +49.8% | -3.9% |
| 3Y | +81.1% | +77.1% | +4.0% | +84.7% |
| 5Y | +195.8% | -29.7% | +225.5% | +204.0% |
| All | +210.8% | -29.7% | +240.5% | +218.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling