+55.5%
COR vs BTSG
+406.1%
-350.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.7% | -1.8% |
| 7D | +2.8% | +2.7% | +0.1% | +2.7% |
| 30D | +4.5% | -3.6% | +8.2% | +4.7% |
| 3M | +22.7% | +5.8% | +16.9% | +22.0% |
| 6M | -9.7% | +44.7% | -54.5% | -12.2% |
| YTD | -1.4% | +62.2% | -63.6% | -4.8% |
| 1Y | +13.9% | +152.1% | -138.2% | +7.8% |
| All | +55.5% | +406.1% | -350.6% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling