+73.7%
COR vs SN
+397.9%
-324.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -1.7% |
| 7D | +0.8% | +7.2% | -6.4% | +1.0% |
| 30D | +5.1% | +20.4% | -15.2% | +5.6% |
| 3M | +2.8% | +23.9% | -21.1% | +3.4% |
| 6M | +32.5% | +93.0% | -60.5% | +35.4% |
| YTD | -0.7% | +99.2% | -99.9% | +1.8% |
| 1Y | -6.7% | +142.6% | -149.3% | -3.1% |
| 3Y | +73.7% | +398.8% | -325.1% | +92.7% |
| All | +73.7% | +397.9% | -324.2% | +92.7% |
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