+493.6%
COR vs SAN
+275.0%
+218.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.5% |
| 7D | -1.2% | +3.4% | -4.6% | -1.8% |
| 30D | +7.6% | -6.3% | +13.9% | +8.8% |
| 3M | +5.0% | -14.1% | +19.1% | +7.7% |
| 6M | +35.3% | +4.2% | +31.1% | +33.4% |
| YTD | +4.2% | +9.0% | -4.8% | +0.9% |
| 1Y | -3.4% | +18.8% | -22.2% | -8.2% |
| 3Y | +81.1% | +252.0% | -170.9% | +32.2% |
| 5Y | +195.8% | +299.5% | -103.7% | +102.2% |
| 10Y | +493.6% | +276.7% | +216.9% | +329.1% |
| All | +493.6% | +275.0% | +218.6% | +329.1% |
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