+2,702.9%
COR vs SNY
+241.9%
+2,460.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.8% | -3.3% | +0.5% | -1.8% |
| 30D | +2.6% | -2.2% | +4.7% | +3.2% |
| 3M | +14.5% | -3.0% | +17.5% | +15.4% |
| 6M | -7.8% | +2.7% | -10.5% | -8.9% |
| YTD | -4.2% | -6.8% | +2.6% | -2.6% |
| 1Y | +7.0% | -5.3% | +12.3% | +8.0% |
| 3Y | +85.5% | -9.8% | +95.3% | +85.0% |
| 5Y | +181.2% | +9.7% | +171.5% | +158.9% |
| 10Y | +404.7% | +64.5% | +340.2% | +304.0% |
| All | +2,702.9% | +241.9% | +2,460.9% | +1,524.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling