+194.9%
COR vs SRE
+46.2%
+148.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.0% |
| 7D | +2.4% | -8.2% | +10.6% | +4.4% |
| 30D | +7.7% | -3.6% | +11.3% | +8.5% |
| 3M | +7.5% | -6.3% | +13.8% | +8.9% |
| 6M | +34.1% | -13.0% | +47.2% | +38.2% |
| YTD | +3.9% | -9.2% | +13.1% | +6.0% |
| 1Y | -3.6% | -13.1% | +9.5% | -0.7% |
| 3Y | +80.5% | +22.4% | +58.1% | +65.6% |
| 5Y | +194.9% | +47.1% | +147.7% | +148.4% |
| All | +194.9% | +46.2% | +148.6% | +148.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling