+17,451.9%
COR vs SYY
+2,448.2%
+15,003.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.5% |
| 7D | +2.8% | -2.3% | +5.1% | +3.5% |
| 30D | +4.5% | -4.9% | +9.5% | +6.1% |
| 3M | +22.7% | +8.4% | +14.3% | +19.8% |
| 6M | -9.7% | -7.4% | -2.4% | -8.2% |
| YTD | -1.4% | +11.0% | -12.4% | -5.3% |
| 1Y | +13.9% | -0.2% | +14.2% | +12.9% |
| 3Y | +94.0% | +23.8% | +70.2% | +78.3% |
| 5Y | +184.0% | +18.1% | +165.9% | +161.8% |
| 10Y | +406.8% | +94.6% | +312.2% | +274.2% |
| All | +17,451.9% | +2,448.2% | +15,003.7% | +7,719.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling