+206.1%
COR vs BUD
+51.6%
+154.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.8% | +2.8% |
| 7D | +7.8% | +1.0% | +6.8% | +7.7% |
| 30D | +7.0% | +6.7% | +0.3% | +5.8% |
| 3M | +16.3% | +5.7% | +10.5% | +15.1% |
| 6M | +41.3% | +5.8% | +35.5% | +39.7% |
| YTD | +7.1% | +34.4% | -27.3% | +1.3% |
| 1Y | -0.8% | +33.3% | -34.1% | -6.1% |
| 3Y | +85.0% | +48.8% | +36.2% | +70.2% |
| All | +206.1% | +51.6% | +154.5% | +171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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