+196.7%
COR vs DECK
+31.2%
+165.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.0% | -2.0% | +3.9% |
| 7D | +9.1% | +10.4% | -1.2% | +9.0% |
| 30D | +12.4% | +11.1% | +1.3% | +12.3% |
| 3M | +15.8% | -10.8% | +26.6% | +15.8% |
| 6M | +17.1% | -8.7% | +25.8% | +17.1% |
| YTD | +5.4% | -14.0% | +19.5% | +5.5% |
| 1Y | +3.5% | +12.0% | -8.5% | +3.4% |
| 3Y | +86.0% | -10.5% | +96.4% | +82.8% |
| 5Y | +196.7% | +28.5% | +168.2% | +184.6% |
| All | +196.7% | +31.2% | +165.5% | +184.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling