-100.0%
DFNS vs COR
+86.2%
-186.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.0% | -8.5% | -3.8% |
| 7D | -6.0% | +7.8% | -13.8% | -1.8% |
| 30D | -71.2% | +7.0% | -78.2% | -70.0% |
| 3M | -94.5% | +16.3% | -110.8% | -93.9% |
| 6M | -96.5% | +41.3% | -137.8% | -95.6% |
| YTD | -99.6% | +7.1% | -106.8% | -99.6% |
| 1Y | -99.7% | -0.8% | -98.9% | -99.7% |
| 3Y | -100.0% | +85.0% | -185.0% | -99.9% |
| All | -100.0% | +86.2% | -186.2% | -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