+492.2%
COR vs SRE
+127.7%
+364.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.2% | +2.7% |
| 7D | +7.8% | +1.8% | +6.1% | +7.3% |
| 30D | +7.0% | -3.0% | +10.0% | +7.9% |
| 3M | +16.3% | -7.3% | +23.5% | +18.7% |
| 6M | +41.3% | -11.9% | +53.2% | +46.5% |
| YTD | +7.1% | -7.9% | +15.0% | +9.4% |
| 1Y | -0.8% | -11.1% | +10.3% | +2.4% |
| 3Y | +85.0% | +24.8% | +60.2% | +66.0% |
| 5Y | +203.9% | +52.4% | +151.5% | +150.7% |
| All | +492.2% | +127.7% | +364.5% | +355.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling