+206.1%
COR vs DTE
+46.4%
+159.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.8% |
| 7D | +7.8% | +3.4% | +4.4% | +6.6% |
| 30D | +7.0% | +8.9% | -1.9% | +3.9% |
| 3M | +16.3% | +1.1% | +15.2% | +15.8% |
| 6M | +41.3% | +0.1% | +41.2% | +41.1% |
| YTD | +7.1% | +11.1% | -3.9% | +3.3% |
| 1Y | -0.8% | +4.9% | -5.8% | -2.6% |
| 3Y | +85.0% | +58.6% | +26.4% | +57.0% |
| All | +206.1% | +46.4% | +159.7% | +165.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling