+397.9%
COR vs SRE
+126.8%
+271.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -3.9% | +1.5% | -5.3% | -4.3% |
| 30D | -0.3% | +0.8% | -1.2% | -0.7% |
| 3M | +15.9% | -5.8% | +21.7% | +17.7% |
| 6M | -10.3% | -7.8% | -2.5% | -8.3% |
| YTD | -3.7% | -2.4% | -1.4% | -3.3% |
| 1Y | +9.1% | +8.9% | +0.2% | +6.1% |
| 3Y | +86.6% | +31.1% | +55.5% | +66.7% |
| 5Y | +180.9% | +48.6% | +132.3% | +138.9% |
| All | +397.9% | +126.8% | +271.1% | +315.1% |
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