+6,501.6%
COR vs SRE
+1,525.5%
+4,976.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -1.7% |
| 7D | +2.8% | -0.3% | +3.1% | +2.8% |
| 30D | +4.5% | -0.7% | +5.3% | +4.6% |
| 3M | +22.7% | -6.3% | +29.0% | +24.9% |
| 6M | -9.7% | -10.7% | +0.9% | -6.8% |
| YTD | -1.4% | -3.5% | +2.0% | -0.7% |
| 1Y | +13.9% | +5.3% | +8.6% | +11.7% |
| 3Y | +94.0% | +31.8% | +62.2% | +72.8% |
| 5Y | +184.0% | +47.4% | +136.7% | +142.3% |
| 10Y | +406.8% | +120.6% | +286.2% | +268.2% |
| All | +6,501.6% | +1,525.5% | +4,976.1% | +2,325.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling