+405.7%
COR vs DECK
+718.3%
-312.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.4% | -2.0% |
| 7D | +2.8% | -2.2% | +5.0% | +3.0% |
| 30D | +4.5% | -13.6% | +18.1% | +5.9% |
| 3M | +22.7% | -21.2% | +43.9% | +25.3% |
| 6M | -9.7% | -21.1% | +11.4% | -8.1% |
| YTD | -1.4% | -17.2% | +15.8% | -0.3% |
| 1Y | +13.9% | -30.7% | +44.7% | +17.0% |
| 3Y | +94.0% | -3.4% | +97.3% | +82.4% |
| 5Y | +184.0% | +25.5% | +158.5% | +150.2% |
| All | +405.7% | +718.3% | -312.6% | +247.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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