+186.1%
COR vs SAN
+381.6%
-195.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | +2.8% | +1.8% | +1.0% | +2.7% |
| 30D | +4.5% | +2.0% | +2.5% | +4.4% |
| 3M | +22.7% | +19.7% | +2.9% | +21.1% |
| 6M | -9.7% | +30.6% | -40.4% | -11.7% |
| YTD | -1.4% | +28.8% | -30.3% | -3.7% |
| 1Y | +13.9% | +57.8% | -43.8% | +9.1% |
| 3Y | +94.0% | +338.1% | -244.2% | +62.5% |
| All | +186.1% | +381.6% | -195.4% | +129.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling