-3.1%
COR vs SYY
+3.6%
-6.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +2.9% | +1.3% | +1.5% | +2.6% |
| 30D | +5.8% | -3.5% | +9.4% | +6.2% |
| 3M | +11.4% | -9.3% | +20.8% | +13.0% |
| 6M | +34.5% | +5.9% | +28.6% | +33.6% |
| YTD | +4.1% | +6.5% | -2.4% | +2.1% |
| 1Y | -3.1% | +4.0% | -7.1% | -3.8% |
| All | -3.1% | +3.6% | -6.8% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 1y: compounded portfolio wealth divided by compounded SYY 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…
1y analysis · Full analysis span regression · 6 months rolling