+85.5%
COR vs SNY
-9.6%
+95.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.8% | -3.3% | +0.5% | -2.4% |
| 30D | +2.6% | -2.2% | +4.7% | +2.8% |
| 3M | +14.5% | -3.0% | +17.5% | +14.9% |
| 6M | -7.8% | +2.7% | -10.5% | -8.1% |
| YTD | -4.2% | -6.8% | +2.6% | -3.6% |
| 1Y | +7.0% | -5.3% | +12.3% | +7.4% |
| 3Y | +85.5% | -9.8% | +95.3% | +86.4% |
| All | +85.5% | -9.6% | +95.1% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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