+9,087.6%
DE vs COR
+19,078.6%
-9,991.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.7% | -1.4% |
| 7D | +0.3% | +7.8% | -7.6% | -1.4% |
| 30D | +3.6% | +7.0% | -3.4% | +2.0% |
| 3M | +10.2% | +16.3% | -6.0% | +6.6% |
| 6M | +16.6% | +41.3% | -24.7% | +7.7% |
| YTD | +45.8% | +7.1% | +38.7% | +41.9% |
| 1Y | +43.9% | -0.8% | +44.7% | +42.4% |
| 3Y | +89.6% | +85.0% | +4.6% | +61.2% |
| 5Y | +100.3% | +203.9% | -103.5% | +51.9% |
| 10Y | +760.8% | +510.3% | +250.5% | +453.5% |
| All | +9,087.6% | +19,078.6% | -9,991.0% | +3,756.3% |
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