+7.0%
COR vs BTG
+25.2%
-18.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -2.8% | -3.8% | +0.9% | -2.9% |
| 30D | +2.6% | +3.6% | -1.1% | +2.6% |
| 3M | +14.5% | +32.0% | -17.6% | +15.2% |
| 6M | -7.8% | +3.4% | -11.2% | -6.6% |
| YTD | -4.2% | +20.8% | -25.0% | -3.3% |
| 1Y | +7.0% | +22.4% | -15.4% | +5.4% |
| All | +7.0% | +25.2% | -18.2% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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