+17,047.2%
COR vs SU
+8,273.7%
+8,773.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.7% |
| 7D | -3.9% | +1.6% | -5.4% | -4.1% |
| 30D | -0.3% | +10.7% | -11.1% | -1.8% |
| 3M | +15.9% | +13.5% | +2.4% | +13.7% |
| 6M | -10.3% | +21.8% | -32.1% | -12.8% |
| YTD | -3.7% | +58.8% | -62.5% | -9.8% |
| 1Y | +9.1% | +72.0% | -63.0% | +1.0% |
| 3Y | +86.6% | +121.7% | -35.1% | +64.7% |
| 5Y | +180.9% | +350.4% | -169.5% | +119.9% |
| 10Y | +407.4% | +264.7% | +142.8% | +290.8% |
| All | +17,047.2% | +8,273.7% | +8,773.6% | +11,729.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling