+219.5%
COR vs BTDR
-44.0%
+263.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -8.6% | +11.6% | +2.7% |
| 7D | +7.8% | -6.9% | +14.7% | +7.7% |
| 30D | +7.0% | -31.5% | +38.5% | +6.2% |
| 3M | +16.3% | -36.1% | +52.3% | +15.4% |
| 6M | +41.3% | -57.6% | +98.9% | +39.4% |
| YTD | +7.1% | -50.0% | +57.2% | +6.4% |
| 1Y | -0.8% | -49.6% | +48.8% | -1.4% |
| 3Y | +85.0% | +48.5% | +36.4% | +87.6% |
| 5Y | +203.9% | -43.8% | +247.7% | +210.7% |
| All | +219.5% | -44.0% | +263.5% | +225.6% |
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