+186.1%
COR vs DOC
-24.5%
+210.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.8% |
| 7D | +2.8% | -1.5% | +4.2% | +2.8% |
| 30D | +4.5% | -4.8% | +9.3% | +4.8% |
| 3M | +22.7% | +6.9% | +15.8% | +22.3% |
| 6M | -9.7% | +20.7% | -30.5% | -10.1% |
| YTD | -1.4% | +34.1% | -35.6% | -3.4% |
| 1Y | +13.9% | +22.6% | -8.7% | +13.1% |
| 3Y | +94.0% | +20.8% | +73.1% | +93.1% |
| All | +186.1% | -24.5% | +210.7% | +224.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 5y: compounded portfolio wealth divided by compounded DOC 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…
5y analysis · Full analysis span regression · 6 months rolling