+87.3%
COR vs DTE
+48.5%
+38.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | -1.9% | +0.9% | -2.8% | -2.1% |
| 30D | +1.5% | -1.9% | +3.4% | +2.0% |
| 3M | +18.7% | -3.3% | +22.0% | +19.8% |
| 6M | -9.0% | -7.1% | -1.9% | -7.3% |
| YTD | -3.3% | +8.1% | -11.4% | -5.0% |
| 1Y | +9.8% | +5.3% | +4.6% | +8.7% |
| All | +87.3% | +48.5% | +38.8% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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