+206.1%
COR vs BTG
+30.0%
+176.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.0% |
| 7D | +7.8% | -9.1% | +16.9% | +8.2% |
| 30D | +7.0% | -1.6% | +8.6% | +7.0% |
| 3M | +16.3% | -2.8% | +19.1% | +16.2% |
| 6M | +41.3% | -7.6% | +48.9% | +41.5% |
| YTD | +7.1% | +10.2% | -3.1% | +5.9% |
| 1Y | -0.8% | +21.3% | -22.1% | -2.6% |
| 3Y | +85.0% | +82.7% | +2.3% | +73.4% |
| All | +206.1% | +30.0% | +176.2% | +208.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling