+9,337.7%
DE vs COR
+17,545.2%
-8,207.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | +0.3% |
| 7D | +10.0% | +2.8% | +7.3% | +9.4% |
| 30D | +13.3% | +4.5% | +8.8% | +12.1% |
| 3M | +17.5% | +22.7% | -5.2% | +12.1% |
| 6M | +13.6% | -9.7% | +23.3% | +15.2% |
| YTD | +49.8% | -1.4% | +51.2% | +48.6% |
| 1Y | +47.9% | +13.9% | +33.9% | +41.8% |
| 3Y | +72.5% | +94.0% | -21.4% | +45.1% |
| 5Y | +90.2% | +184.0% | -93.8% | +46.4% |
| 10Y | +865.4% | +406.8% | +458.6% | +542.4% |
| All | +9,337.7% | +17,545.2% | -8,207.5% | +3,938.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling