+43.6%
DE vs COR
+9.0%
+34.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -2.6% | -2.8% | +0.3% | -2.5% |
| 30D | +9.0% | +2.6% | +6.5% | +9.1% |
| 3M | +19.1% | +14.5% | +4.7% | +19.4% |
| 6M | +14.4% | -7.8% | +22.2% | +15.7% |
| YTD | +45.9% | -4.2% | +50.2% | +47.1% |
| 1Y | +43.6% | +7.0% | +36.6% | +46.4% |
| All | +43.6% | +9.0% | +34.6% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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