+34.5%
COR vs SRE
-12.5%
+47.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | +2.9% | -1.1% | +3.9% | +3.1% |
| 30D | +5.8% | -4.1% | +10.0% | +6.8% |
| 3M | +11.4% | -7.3% | +18.7% | +12.9% |
| 6M | +34.5% | -14.1% | +48.6% | +42.2% |
| All | +34.5% | -12.5% | +47.0% | +42.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling