+194.0%
COR vs BTDR
+23.8%
+170.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.8% | -1.8% |
| 7D | +2.8% | +20.0% | -17.2% | +3.3% |
| 30D | +4.5% | +11.9% | -7.4% | +5.0% |
| 3M | +22.7% | -36.9% | +59.6% | +22.1% |
| 6M | -9.7% | +56.5% | -66.2% | -8.5% |
| YTD | -1.4% | +10.4% | -11.9% | -0.3% |
| 1Y | +13.9% | +3.1% | +10.8% | +15.4% |
| 3Y | +94.0% | -2.6% | +96.6% | +101.2% |
| 5Y | +184.0% | +25.2% | +158.8% | +196.1% |
| All | +194.0% | +23.8% | +170.2% | +204.9% |
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