+15,117.0%
COR vs DVA
+5,194.7%
+9,922.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.1% | -2.0% |
| 7D | +2.8% | +1.8% | +0.9% | +2.5% |
| 30D | +4.5% | -2.5% | +7.0% | +4.8% |
| 3M | +22.7% | -4.3% | +26.9% | +22.9% |
| 6M | -9.7% | +18.9% | -28.6% | -13.7% |
| YTD | -1.4% | +61.9% | -63.4% | -10.9% |
| 1Y | +13.9% | +35.7% | -21.8% | +5.9% |
| 3Y | +94.0% | +78.6% | +15.3% | +69.3% |
| 5Y | +184.0% | +39.2% | +144.8% | +152.6% |
| 10Y | +406.8% | +184.0% | +222.7% | +295.4% |
| All | +15,117.0% | +5,194.7% | +9,922.3% | +8,332.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling