+17,590.3%
COR vs SAN
+1,803.8%
+15,786.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.4% |
| 7D | +0.8% | +4.9% | -4.1% | 0.0% |
| 30D | +5.1% | -13.0% | +18.1% | +7.7% |
| 3M | +2.8% | -18.9% | +21.7% | +6.5% |
| 6M | +32.5% | -4.1% | +36.7% | +32.7% |
| YTD | -0.7% | +2.6% | -3.2% | -2.5% |
| 1Y | -6.7% | +16.9% | -23.6% | -10.6% |
| 3Y | +73.7% | +239.1% | -165.3% | +34.1% |
| 5Y | +177.9% | +266.8% | -89.0% | +106.3% |
| 10Y | +533.8% | +246.0% | +287.7% | +355.4% |
| All | +17,590.3% | +1,803.8% | +15,786.5% | +7,491.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling