+87.4%
COR vs BTI
+113.6%
-26.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -1.9% | -1.4% | -0.5% | -1.6% |
| 30D | +1.5% | -7.0% | +8.6% | +2.9% |
| 3M | +18.7% | -6.3% | +25.0% | +20.1% |
| 6M | -9.0% | -2.0% | -7.1% | -8.8% |
| YTD | -3.3% | +0.2% | -3.5% | -3.5% |
| 1Y | +9.8% | +3.8% | +6.0% | +8.9% |
| 3Y | +87.4% | +112.1% | -24.7% | +76.4% |
| All | +87.4% | +113.6% | -26.3% | +76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling