-3.6%
COR vs DD
+33.0%
-36.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.9% |
| 7D | +2.4% | +2.2% | +0.2% | +2.3% |
| 30D | +7.7% | +20.7% | -13.0% | +8.6% |
| 3M | +7.5% | +11.3% | -3.8% | +8.0% |
| 6M | +34.1% | +6.0% | +28.2% | +34.3% |
| YTD | +3.9% | +31.7% | -27.8% | +4.6% |
| 1Y | -3.6% | +32.2% | -35.9% | -3.0% |
| All | -3.6% | +33.0% | -36.7% | -3.0% |
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