+395.2%
COR vs DGX
+255.3%
+139.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.5% |
| 7D | -2.8% | -0.9% | -1.9% | -2.5% |
| 30D | +2.6% | -1.2% | +3.7% | +3.0% |
| 3M | +14.5% | +15.8% | -1.3% | +7.7% |
| 6M | -7.8% | +18.2% | -26.0% | -14.1% |
| YTD | -4.2% | +37.2% | -41.4% | -16.3% |
| 1Y | +7.0% | +30.4% | -23.3% | -4.6% |
| 3Y | +85.5% | +96.7% | -11.2% | +36.5% |
| 5Y | +181.2% | +67.2% | +114.0% | +118.5% |
| All | +395.2% | +255.3% | +139.8% | +168.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling