+486.6%
COR vs D
+44.7%
+441.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +2.4% | +2.4% | 0.0% | +1.5% |
| 30D | +7.7% | +10.9% | -3.2% | +3.5% |
| 3M | +7.5% | +2.8% | +4.7% | +6.2% |
| 6M | +34.1% | +12.7% | +21.4% | +27.7% |
| YTD | +3.9% | +20.3% | -16.5% | -3.7% |
| 1Y | -3.6% | +17.1% | -20.8% | -9.8% |
| 3Y | +80.5% | +75.1% | +5.4% | +40.9% |
| 5Y | +194.9% | +13.1% | +181.7% | +176.6% |
| 10Y | +486.6% | +48.3% | +438.4% | +425.9% |
| All | +486.6% | +44.7% | +441.9% | +425.9% |
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