+3.5%
COR vs DD
+49.3%
-45.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.7% | +3.9% |
| 7D | +9.1% | +8.7% | +0.5% | +9.5% |
| 30D | +12.4% | +15.3% | -2.9% | +13.1% |
| 3M | +15.8% | +5.9% | +9.9% | +16.1% |
| 6M | +17.1% | +11.6% | +5.5% | +17.0% |
| YTD | +5.4% | +26.5% | -21.1% | +4.4% |
| 1Y | +3.5% | +35.4% | -31.9% | +1.1% |
| All | +3.5% | +49.3% | -45.8% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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