+493.6%
COR vs D
+47.5%
+446.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -1.2% | -2.4% | +1.3% | -0.2% |
| 30D | +7.6% | +9.0% | -1.3% | +4.1% |
| 3M | +5.0% | +1.0% | +4.0% | +4.5% |
| 6M | +35.3% | +11.0% | +24.3% | +29.5% |
| YTD | +4.2% | +19.8% | -15.6% | -3.2% |
| 1Y | -3.4% | +16.0% | -19.4% | -9.2% |
| 3Y | +81.1% | +74.4% | +6.8% | +41.6% |
| 5Y | +195.8% | +13.5% | +182.3% | +176.9% |
| 10Y | +493.6% | +48.4% | +445.2% | +436.4% |
| All | +493.6% | +47.5% | +446.1% | +436.4% |
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