+13.9%
COR vs DVA
+35.1%
-21.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.1% | -1.6% |
| 7D | +2.8% | +1.8% | +0.9% | +3.2% |
| 30D | +4.5% | -2.5% | +7.0% | +4.0% |
| 3M | +22.7% | -4.3% | +26.9% | +22.8% |
| 6M | -9.7% | +18.9% | -28.6% | -2.8% |
| YTD | -1.4% | +61.9% | -63.4% | +5.9% |
| 1Y | +13.9% | +35.7% | -21.8% | +29.4% |
| All | +13.9% | +35.1% | -21.2% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling