+17,451.9%
COR vs DD
+719.8%
+16,732.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -1.9% |
| 7D | +2.8% | -3.5% | +6.3% | +3.5% |
| 30D | +4.5% | -10.3% | +14.8% | +6.8% |
| 3M | +22.7% | -7.5% | +30.2% | +24.4% |
| 6M | -9.7% | -8.0% | -1.7% | -8.8% |
| YTD | -1.4% | +10.5% | -11.9% | -4.4% |
| 1Y | +13.9% | +38.3% | -24.3% | +5.1% |
| 3Y | +94.0% | +42.5% | +51.5% | +73.5% |
| 5Y | +184.0% | +60.2% | +123.8% | +143.9% |
| 10Y | +406.8% | +68.9% | +337.9% | +311.4% |
| All | +17,451.9% | +719.8% | +16,732.1% | +10,844.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling