+180.7%
COR vs SU
+341.5%
-160.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -4.8% | +1.7% | -6.5% | -5.0% |
| 30D | -3.7% | +9.6% | -13.3% | -4.6% |
| 3M | +14.3% | +11.7% | +2.6% | +12.8% |
| 6M | -8.5% | +21.9% | -30.4% | -10.1% |
| YTD | -4.4% | +58.6% | -63.0% | -8.2% |
| 1Y | +9.1% | +66.5% | -57.4% | +4.4% |
| 3Y | +85.2% | +121.4% | -36.2% | +70.2% |
| 5Y | +180.7% | +355.7% | -175.1% | +119.2% |
| All | +180.7% | +341.5% | -160.8% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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