+17,451.9%
COR vs DTE
+2,247.0%
+15,204.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.6% |
| 7D | +2.8% | +0.2% | +2.6% | +2.7% |
| 30D | +4.5% | -2.6% | +7.1% | +5.4% |
| 3M | +22.7% | -3.9% | +26.6% | +24.3% |
| 6M | -9.7% | -7.9% | -1.8% | -7.2% |
| YTD | -1.4% | +7.2% | -8.6% | -4.0% |
| 1Y | +13.9% | +3.1% | +10.8% | +12.4% |
| 3Y | +94.0% | +47.6% | +46.4% | +66.6% |
| 5Y | +184.0% | +32.7% | +151.3% | +151.7% |
| 10Y | +406.8% | +138.8% | +268.0% | +255.6% |
| All | +17,451.9% | +2,247.0% | +15,204.9% | +6,441.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling