-9.7%
JD vs COR
+5.5%
-15.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.0% | -0.9% | +3.1% |
| 7D | +9.0% | +9.1% | -0.2% | +9.1% |
| 30D | +5.2% | +12.4% | -7.2% | +5.6% |
| 3M | -15.9% | +15.8% | -31.7% | -15.4% |
| 6M | -7.7% | +17.1% | -24.8% | -6.4% |
| YTD | +0.1% | +5.4% | -5.4% | +2.4% |
| 1Y | -9.7% | +3.5% | -13.3% | -7.6% |
| All | -9.7% | +5.5% | -15.2% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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