+3.5%
COR vs DGX
+45.0%
-41.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.5% | +3.0% |
| 7D | +9.1% | +4.1% | +5.0% | +7.9% |
| 30D | +12.4% | +10.5% | +1.9% | +9.4% |
| 3M | +15.8% | +9.8% | +6.0% | +12.7% |
| 6M | +17.1% | +34.6% | -17.5% | +7.3% |
| YTD | +5.4% | +49.8% | -44.4% | -7.6% |
| 1Y | +3.5% | +46.0% | -42.5% | -8.0% |
| All | +3.5% | +45.0% | -41.4% | -8.0% |
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