+17,451.9%
COR vs D
+1,391.4%
+16,060.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.4% | -1.4% |
| 7D | +2.8% | +0.4% | +2.3% | +2.6% |
| 30D | +4.5% | -3.6% | +8.1% | +5.8% |
| 3M | +22.7% | -1.0% | +23.7% | +23.0% |
| 6M | -9.7% | +6.3% | -16.0% | -11.8% |
| YTD | -1.4% | +14.7% | -16.1% | -6.3% |
| 1Y | +13.9% | +16.9% | -3.0% | +7.5% |
| 3Y | +94.0% | +56.8% | +37.2% | +61.7% |
| 5Y | +184.0% | +5.2% | +178.8% | +170.9% |
| 10Y | +406.8% | +35.9% | +370.9% | +333.3% |
| All | +17,451.9% | +1,391.4% | +16,060.5% | +7,263.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling