+186.1%
COR vs SUI
-32.0%
+218.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.8% |
| 7D | +2.8% | -2.8% | +5.6% | +3.2% |
| 30D | +4.5% | -1.2% | +5.7% | +4.7% |
| 3M | +22.7% | -1.7% | +24.4% | +23.0% |
| 6M | -9.7% | -10.5% | +0.7% | -8.3% |
| YTD | -1.4% | -1.8% | +0.4% | -1.3% |
| 1Y | +13.9% | -4.1% | +18.0% | +14.4% |
| 3Y | +94.0% | +11.3% | +82.7% | +89.1% |
| All | +186.1% | -32.0% | +218.1% | +215.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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