+9.5%
COR vs DG
+21.0%
-11.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -1.5% |
| 7D | -1.9% | -2.5% | +0.6% | -1.6% |
| 30D | +1.5% | +1.0% | +0.5% | +1.4% |
| 3M | +18.7% | +20.3% | -1.6% | +16.6% |
| 6M | -9.0% | -11.7% | +2.7% | -8.7% |
| YTD | -3.3% | -2.3% | -1.0% | -3.5% |
| All | +9.5% | +21.0% | -11.5% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling