+405.0%
COR vs D
+34.8%
+370.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.7% |
| 7D | +2.8% | +1.5% | +1.3% | +2.2% |
| 30D | +4.5% | -2.6% | +7.1% | +5.5% |
| 3M | +22.7% | 0.0% | +22.7% | +22.6% |
| 6M | -9.7% | +7.4% | -17.1% | -12.2% |
| YTD | -1.4% | +15.9% | -17.3% | -7.0% |
| 1Y | +13.9% | +18.1% | -4.2% | +6.6% |
| 3Y | +94.0% | +58.4% | +35.6% | +58.4% |
| 5Y | +184.0% | +5.2% | +178.8% | +174.9% |
| All | +405.0% | +34.8% | +370.1% | +363.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling