+17,451.9%
COR vs SAN
+2,291.4%
+15,160.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +2.8% | +1.8% | +1.0% | +2.4% |
| 30D | +4.5% | +2.0% | +2.5% | +4.1% |
| 3M | +22.7% | +19.7% | +2.9% | +18.5% |
| 6M | -9.7% | +30.6% | -40.4% | -14.6% |
| YTD | -1.4% | +28.8% | -30.3% | -6.9% |
| 1Y | +13.9% | +57.8% | -43.8% | +3.6% |
| 3Y | +94.0% | +338.1% | -244.2% | +43.1% |
| 5Y | +184.0% | +384.2% | -200.2% | +100.7% |
| 10Y | +406.8% | +353.1% | +53.6% | +247.5% |
| All | +17,451.9% | +2,291.4% | +15,160.4% | +7,148.2% |
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