+186.1%
COR vs D
+4.5%
+181.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.4% | -1.5% |
| 7D | +2.8% | +0.4% | +2.3% | +2.7% |
| 30D | +4.5% | -3.6% | +8.1% | +5.5% |
| 3M | +22.7% | -1.0% | +23.7% | +22.9% |
| 6M | -9.7% | +6.3% | -16.0% | -11.2% |
| YTD | -1.4% | +14.7% | -16.1% | -4.9% |
| 1Y | +13.9% | +16.9% | -3.0% | +9.4% |
| 3Y | +94.0% | +56.8% | +37.2% | +72.1% |
| All | +186.1% | +4.5% | +181.6% | +197.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling