+179.3%
COR vs DTE
+30.3%
+149.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | -2.8% | -2.6% | -0.3% | -2.0% |
| 30D | +2.6% | -4.4% | +7.0% | +4.1% |
| 3M | +14.5% | -8.3% | +22.8% | +17.8% |
| 6M | -7.8% | -8.1% | +0.3% | -5.3% |
| YTD | -4.2% | +4.4% | -8.6% | -5.7% |
| 1Y | +7.0% | +0.2% | +6.8% | +6.8% |
| 3Y | +85.5% | +42.6% | +42.9% | +63.6% |
| All | +179.3% | +30.3% | +149.0% | +153.3% |
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