+96.3%
COR vs DECK
-3.0%
+99.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.4% | -1.8% |
| 7D | +2.8% | -2.2% | +5.0% | +2.7% |
| 30D | +4.5% | -13.6% | +18.1% | +4.1% |
| 3M | +22.7% | -21.2% | +43.9% | +21.9% |
| 6M | -9.7% | -21.1% | +11.4% | -10.1% |
| YTD | -1.4% | -17.2% | +15.8% | -1.7% |
| 1Y | +13.9% | -30.7% | +44.7% | +13.2% |
| All | +96.3% | -3.0% | +99.3% | +102.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling