+32.5%
JD vs COR
+505.6%
-473.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | +5.2% | +2.4% | +2.8% | +4.8% |
| 30D | +4.5% | +7.7% | -3.2% | +3.3% |
| 3M | -15.4% | +7.5% | -22.9% | -16.4% |
| 6M | -6.0% | +34.1% | -40.2% | -10.2% |
| YTD | +2.2% | +3.9% | -1.7% | +1.0% |
| 1Y | -6.7% | -3.6% | -3.0% | -6.6% |
| 3Y | +20.5% | +80.5% | -60.0% | +5.6% |
| 5Y | -58.4% | +194.9% | -253.3% | -68.0% |
| 10Y | +32.5% | +486.6% | -454.1% | -14.5% |
| All | +32.5% | +505.6% | -473.2% | -14.5% |
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