-98.3%
DFNS vs COR
+12.8%
-111.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +0.4% |
| 7D | -16.0% | +2.8% | -18.8% | -15.8% |
| 30D | -77.7% | +4.5% | -82.2% | -77.6% |
| 3M | -77.2% | +22.7% | -99.8% | -77.4% |
| 6M | -95.2% | -9.7% | -85.4% | -95.3% |
| YTD | -98.0% | -1.4% | -96.5% | -97.8% |
| 1Y | -98.3% | +13.9% | -112.2% | -97.6% |
| All | -98.3% | +12.8% | -111.1% | -97.6% |
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