+394.2%
COR vs DVA
+187.5%
+206.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -4.8% | -0.2% | -4.6% | -4.8% |
| 30D | -3.7% | +1.7% | -5.4% | -4.0% |
| 3M | +14.3% | -8.7% | +23.0% | +15.4% |
| 6M | -8.5% | +19.7% | -28.1% | -13.9% |
| YTD | -4.4% | +59.6% | -64.0% | -16.9% |
| 1Y | +9.1% | +37.1% | -28.0% | -1.6% |
| 3Y | +85.2% | +89.8% | -4.6% | +48.0% |
| 5Y | +180.7% | +47.4% | +133.3% | +134.6% |
| All | +394.2% | +187.5% | +206.8% | +197.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling