+182.1%
COR vs DBX
+6.4%
+175.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.7% |
| 7D | -1.9% | -1.3% | -0.6% | -1.8% |
| 30D | +1.5% | -2.9% | +4.4% | +1.7% |
| 3M | +18.7% | +23.8% | -5.2% | +16.7% |
| 6M | -9.0% | +26.2% | -35.2% | -10.8% |
| YTD | -3.3% | +21.6% | -24.9% | -5.0% |
| 1Y | +9.8% | +11.4% | -1.6% | +8.4% |
| 3Y | +87.4% | +21.3% | +66.1% | +81.7% |
| All | +182.1% | +6.4% | +175.7% | +170.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling