+2,399.7%
COR vs BTG
+392.0%
+2,007.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.8% |
| 7D | +2.8% | -0.9% | +3.7% | +2.8% |
| 30D | +4.5% | +36.8% | -32.3% | +3.9% |
| 3M | +22.7% | +23.1% | -0.4% | +22.1% |
| 6M | -9.7% | +3.5% | -13.2% | -9.9% |
| YTD | -1.4% | +25.5% | -26.9% | -2.0% |
| 1Y | +13.9% | +40.1% | -26.2% | +12.9% |
| 3Y | +94.0% | +101.1% | -7.2% | +90.3% |
| 5Y | +184.0% | +70.6% | +113.4% | +178.9% |
| 10Y | +406.8% | +152.1% | +254.6% | +392.3% |
| All | +2,399.7% | +392.0% | +2,007.7% | +2,490.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling