+34.4%
JD vs COR
+486.2%
-451.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.4% | +1.1% |
| 7D | -4.1% | +7.8% | -12.0% | -5.2% |
| 30D | +4.6% | +7.0% | -2.4% | +3.5% |
| 3M | -4.7% | +16.3% | -21.0% | -6.9% |
| 6M | -17.4% | +41.3% | -58.6% | -21.6% |
| YTD | +0.7% | +7.1% | -6.4% | -0.9% |
| 1Y | -5.9% | -0.8% | -5.1% | -6.2% |
| 3Y | +18.9% | +85.0% | -66.1% | +3.7% |
| 5Y | -62.9% | +203.9% | -266.8% | -71.6% |
| All | +34.4% | +486.2% | -451.8% | -15.6% |
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 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