+90.5%
COR vs SAN
+358.9%
-268.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.9% |
| 7D | +2.8% | +1.8% | +1.0% | +2.8% |
| 30D | +4.5% | +2.0% | +2.5% | +4.6% |
| 3M | +22.7% | +19.7% | +2.9% | +23.4% |
| 6M | -9.7% | +30.6% | -40.4% | -9.1% |
| YTD | -1.4% | +28.8% | -30.3% | -0.7% |
| 1Y | +13.9% | +57.8% | -43.8% | +14.8% |
| All | +90.5% | +358.9% | -268.5% | +95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling