+1,880.9%
COR vs DG
+606.1%
+1,274.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.3% | -2.1% |
| 7D | +2.8% | +8.4% | -5.6% | +1.2% |
| 30D | +4.5% | +4.9% | -0.4% | +3.5% |
| 3M | +22.7% | +29.3% | -6.7% | +16.7% |
| 6M | -9.7% | -11.3% | +1.5% | -8.2% |
| YTD | -1.4% | +1.8% | -3.2% | -2.4% |
| 1Y | +13.9% | +25.3% | -11.4% | +7.9% |
| 3Y | +94.0% | +9.1% | +84.9% | +81.7% |
| 5Y | +184.0% | -34.9% | +218.9% | +195.3% |
| 10Y | +406.8% | +108.2% | +298.6% | +296.6% |
| All | +1,880.9% | +606.1% | +1,274.8% | +1,086.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling