+398.1%
COR vs SAN
+338.5%
+59.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -1.9% | +3.3% | -5.2% | -2.5% |
| 30D | +1.5% | +1.1% | +0.4% | +1.3% |
| 3M | +18.7% | +22.2% | -3.5% | +14.0% |
| 6M | -9.0% | +36.0% | -45.1% | -14.9% |
| YTD | -3.3% | +28.2% | -31.5% | -8.9% |
| 1Y | +9.8% | +54.1% | -44.3% | -0.6% |
| 3Y | +87.4% | +354.2% | -266.9% | +29.8% |
| 5Y | +180.5% | +387.3% | -206.8% | +84.4% |
| 10Y | +398.1% | +334.8% | +63.3% | +228.2% |
| All | +398.1% | +338.5% | +59.6% | +228.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling