+180.9%
COR vs DVA
+41.6%
+139.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -0.5% |
| 7D | -3.9% | +2.0% | -5.9% | -3.9% |
| 30D | -0.3% | -0.4% | 0.0% | -0.3% |
| 3M | +15.9% | -7.7% | +23.5% | +15.9% |
| 6M | -10.3% | +20.0% | -30.2% | -11.3% |
| YTD | -3.7% | +61.1% | -64.8% | -8.1% |
| 1Y | +9.1% | +33.9% | -24.8% | +6.3% |
| 3Y | +86.6% | +91.5% | -5.0% | +74.1% |
| 5Y | +180.9% | +41.8% | +139.2% | +180.4% |
| All | +180.9% | +41.6% | +139.3% | +180.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling