+13.9%
COR vs DGX
+33.7%
-19.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.6% |
| 7D | +2.8% | -2.3% | +5.1% | +3.5% |
| 30D | +4.5% | +0.6% | +4.0% | +4.3% |
| 3M | +22.7% | +21.4% | +1.3% | +15.3% |
| 6M | -9.7% | +14.7% | -24.5% | -13.8% |
| YTD | -1.4% | +38.4% | -39.9% | -12.0% |
| 1Y | +13.9% | +34.0% | -20.0% | +2.8% |
| All | +13.9% | +33.7% | -19.7% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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