+18,455.8%
COR vs DD
+869.4%
+17,586.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -1.2% | +3.2% | -4.4% | -1.8% |
| 30D | +7.6% | +20.3% | -12.6% | +3.6% |
| 3M | +5.0% | +8.2% | -3.2% | +3.1% |
| 6M | +35.3% | +3.4% | +31.9% | +33.8% |
| YTD | +4.2% | +30.6% | -26.4% | -2.5% |
| 1Y | -3.4% | +30.6% | -34.1% | -9.7% |
| 3Y | +81.1% | +91.1% | -10.0% | +52.3% |
| 5Y | +195.8% | +68.6% | +127.2% | +151.9% |
| 10Y | +493.6% | +99.9% | +393.7% | +364.8% |
| All | +18,455.8% | +869.4% | +17,586.4% | +11,067.0% |
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 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