-4.5%
COR vs D
+16.2%
-20.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | +2.3% | +0.8% | +1.6% | +2.1% |
| 30D | +6.8% | +10.7% | -3.9% | +3.5% |
| 3M | +8.1% | +2.3% | +5.8% | +7.4% |
| 6M | +33.0% | +12.5% | +20.5% | +27.8% |
| YTD | +3.0% | +20.1% | -17.1% | -2.2% |
| All | -4.5% | +16.2% | -20.7% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling