-100.0%
DFNS vs COR
+80.2%
-180.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.6% | -0.9% |
| 7D | -42.8% | +2.3% | -45.2% | -42.0% |
| 30D | -67.6% | +6.8% | -74.3% | -66.3% |
| 3M | -94.9% | +8.1% | -103.0% | -94.5% |
| 6M | -96.7% | +33.0% | -129.7% | -96.0% |
| YTD | -99.6% | +3.0% | -102.6% | -99.6% |
| 1Y | -99.7% | -3.4% | -96.3% | -99.8% |
| 3Y | -100.0% | +80.1% | -180.1% | -99.9% |
| All | -100.0% | +80.2% | -180.2% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling