-99.9%
DFNS vs COR
+265.8%
-365.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | 0.0% |
| 7D | -16.0% | +2.8% | -18.8% | -15.1% |
| 30D | -77.7% | +4.5% | -82.2% | -77.2% |
| 3M | -77.2% | +22.7% | -99.8% | -75.4% |
| 6M | -95.2% | -9.7% | -85.4% | -95.4% |
| YTD | -98.0% | -1.4% | -96.5% | -98.0% |
| 1Y | -98.3% | +13.9% | -112.2% | -98.1% |
| 3Y | -99.9% | +94.0% | -193.8% | -99.8% |
| 5Y | -99.9% | +184.0% | -283.9% | -99.8% |
| All | -99.9% | +265.8% | -365.7% | -99.8% |
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