-0.8%
COR vs SRE
-11.2%
+10.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.2% | +2.8% |
| 7D | +7.8% | +1.8% | +6.1% | +7.3% |
| 30D | +7.0% | -3.0% | +10.0% | +7.7% |
| 3M | +16.3% | -7.3% | +23.5% | +18.3% |
| 6M | +41.3% | -11.9% | +53.2% | +46.4% |
| YTD | +7.1% | -7.9% | +15.0% | +10.0% |
| 1Y | -0.8% | -11.1% | +10.3% | +3.5% |
| All | -0.8% | -11.2% | +10.3% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling