+181.4%
COR vs SAN
+267.8%
-86.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.7% |
| 7D | +0.8% | +4.9% | -4.1% | +0.5% |
| 30D | +5.1% | -13.0% | +18.1% | +5.9% |
| 3M | +2.8% | -18.9% | +21.7% | +4.0% |
| 6M | +32.5% | -4.1% | +36.7% | +32.5% |
| YTD | -0.7% | +2.6% | -3.2% | -1.5% |
| 1Y | -6.7% | +16.9% | -23.6% | -8.6% |
| 3Y | +73.7% | +239.1% | -165.3% | +49.4% |
| All | +181.4% | +267.8% | -86.4% | +146.6% |
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