+180.9%
COR vs SYY
+22.4%
+158.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.0% |
| 7D | -3.9% | -0.2% | -3.6% | -3.8% |
| 30D | -0.3% | -2.7% | +2.4% | +0.4% |
| 3M | +15.9% | +5.9% | +10.0% | +14.2% |
| 6M | -10.3% | -2.3% | -7.9% | -10.1% |
| YTD | -3.7% | +13.1% | -16.8% | -7.6% |
| 1Y | +9.1% | +3.8% | +5.3% | +7.2% |
| 3Y | +86.6% | +26.7% | +59.8% | +70.6% |
| 5Y | +180.9% | +19.4% | +161.5% | +156.4% |
| All | +180.9% | +22.4% | +158.5% | +156.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling