+195.8%
COR vs BTI
+154.4%
+41.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | -1.2% | -3.0% | +1.9% | -0.4% |
| 30D | +7.6% | +9.8% | -2.1% | +5.1% |
| 3M | +5.0% | +9.2% | -4.2% | +2.6% |
| 6M | +35.3% | +4.0% | +31.2% | +33.5% |
| YTD | +4.2% | +12.7% | -8.5% | +0.6% |
| 1Y | -3.4% | +15.9% | -19.4% | -7.5% |
| 3Y | +81.1% | +148.9% | -67.8% | +42.4% |
| 5Y | +195.8% | +152.8% | +43.1% | +111.3% |
| All | +195.8% | +154.4% | +41.5% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling