+69.0%
COR vs BTSG
+493.4%
-424.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.0% |
| 7D | +7.8% | +6.0% | +1.8% | +7.6% |
| 30D | +7.0% | +12.4% | -5.4% | +6.4% |
| 3M | +16.3% | +18.2% | -2.0% | +15.4% |
| 6M | +41.3% | +26.0% | +15.2% | +39.3% |
| YTD | +7.1% | +90.1% | -83.0% | +2.7% |
| 1Y | -0.8% | +124.3% | -125.1% | -5.6% |
| All | +69.0% | +493.4% | -424.4% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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