+196.7%
COR vs SW
-0.1%
+196.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.1% | -0.1% | +4.1% |
| 7D | +9.1% | +12.1% | -2.9% | +9.4% |
| 30D | +12.4% | +6.6% | +5.9% | +12.6% |
| 3M | +15.8% | -6.0% | +21.8% | +15.6% |
| 6M | +17.1% | +21.5% | -4.4% | +17.8% |
| YTD | +5.4% | +20.3% | -14.9% | +6.1% |
| 1Y | +3.5% | +28.1% | -24.6% | +4.3% |
| 3Y | +86.0% | +51.6% | +34.4% | +86.5% |
| 5Y | +196.7% | -0.1% | +196.9% | +189.9% |
| All | +196.7% | -0.1% | +196.9% | +189.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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