+17.6%
JD vs COR
+397.4%
-379.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.8% |
| 7D | -0.8% | -1.9% | +1.1% | -0.5% |
| 30D | -16.0% | +1.5% | -17.6% | -16.3% |
| 3M | -3.2% | +18.7% | -21.9% | -5.5% |
| 6M | +6.1% | -9.0% | +15.1% | +7.2% |
| YTD | -0.1% | -3.3% | +3.2% | -0.2% |
| 1Y | -12.7% | +9.8% | -22.6% | -14.7% |
| 3Y | -6.3% | +87.4% | -93.7% | -18.0% |
| 5Y | -61.3% | +180.5% | -241.9% | -69.3% |
| 10Y | +17.6% | +398.1% | -380.5% | -14.8% |
| All | +17.6% | +397.4% | -379.8% | -14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling