+17,451.9%
COR vs DECK
+10,371.7%
+7,080.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.4% | -2.0% |
| 7D | +2.8% | -2.2% | +5.0% | +2.9% |
| 30D | +4.5% | -13.6% | +18.1% | +5.4% |
| 3M | +22.7% | -21.2% | +43.9% | +24.3% |
| 6M | -9.7% | -21.1% | +11.4% | -8.7% |
| YTD | -1.4% | -17.2% | +15.8% | -0.7% |
| 1Y | +13.9% | -30.7% | +44.7% | +15.7% |
| 3Y | +94.0% | -3.4% | +97.3% | +89.8% |
| 5Y | +184.0% | +25.5% | +158.5% | +170.4% |
| 10Y | +406.8% | +714.7% | -307.9% | +324.7% |
| All | +17,451.9% | +10,371.7% | +7,080.1% | +12,003.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling