+475.2%
COR vs DG
+105.9%
+369.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +0.2% |
| 7D | +2.9% | -2.5% | +5.3% | +3.3% |
| 30D | +5.8% | +7.7% | -1.9% | +4.3% |
| 3M | +11.4% | +13.1% | -1.7% | +8.7% |
| 6M | +34.5% | +32.0% | +2.4% | +27.3% |
| YTD | +4.1% | +3.3% | +0.7% | +2.6% |
| 1Y | -3.1% | +31.7% | -34.8% | -9.1% |
| 3Y | +80.9% | +21.7% | +59.2% | +64.6% |
| 5Y | +195.1% | -34.7% | +229.9% | +214.0% |
| All | +475.2% | +105.9% | +369.3% | +301.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling