+398.2%
COR vs DBX
+20.9%
+377.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -0.9% |
| 7D | -4.8% | -1.8% | -3.0% | -4.6% |
| 30D | -3.7% | +2.8% | -6.5% | -4.2% |
| 3M | +14.3% | +26.8% | -12.4% | +10.2% |
| 6M | -8.5% | +32.8% | -41.2% | -12.7% |
| YTD | -4.4% | +26.1% | -30.5% | -8.2% |
| 1Y | +9.1% | +14.1% | -5.0% | +6.1% |
| 3Y | +85.2% | +25.7% | +59.5% | +73.7% |
| 5Y | +180.7% | +11.2% | +169.5% | +164.6% |
| All | +398.2% | +20.9% | +377.4% | +301.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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