+18,429.3%
COR vs BTI
+4,917.5%
+13,511.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.9% | -3.2% | +6.1% | +3.6% |
| 30D | +5.8% | +9.7% | -3.8% | +3.7% |
| 3M | +11.4% | +11.1% | +0.4% | +8.8% |
| 6M | +34.5% | -1.2% | +35.7% | +34.5% |
| YTD | +4.1% | +12.7% | -8.6% | +0.8% |
| 1Y | -3.1% | +15.8% | -18.9% | -6.7% |
| 3Y | +80.9% | +148.9% | -68.0% | +46.2% |
| 5Y | +195.1% | +151.9% | +43.2% | +136.6% |
| 10Y | +492.7% | +124.2% | +368.5% | +374.8% |
| All | +18,429.3% | +4,917.5% | +13,511.8% | +8,153.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling