+96.3%
COR vs SN
+389.7%
-293.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.9% |
| 7D | +2.8% | -9.3% | +12.1% | +2.5% |
| 30D | +4.5% | -4.8% | +9.3% | +4.4% |
| 3M | +22.7% | +40.4% | -17.8% | +24.1% |
| 6M | -9.7% | +50.9% | -60.7% | -8.4% |
| YTD | -1.4% | +54.9% | -56.4% | +0.2% |
| 1Y | +13.9% | +43.0% | -29.1% | +15.5% |
| All | +96.3% | +389.7% | -293.4% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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