+13.9%
COR vs BTI
+5.0%
+9.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | +2.8% | -1.4% | +4.2% | +3.1% |
| 30D | +4.5% | -6.6% | +11.1% | +6.1% |
| 3M | +22.7% | -3.0% | +25.7% | +23.5% |
| 6M | -9.7% | -6.7% | -3.1% | -8.5% |
| YTD | -1.4% | +0.6% | -2.0% | -1.4% |
| 1Y | +13.9% | +5.6% | +8.3% | +12.8% |
| All | +13.9% | +5.0% | +9.0% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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