+214.8%
SAP vs COR
+524.4%
-309.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.7% |
| 7D | -0.7% | +0.8% | -1.5% | -0.9% |
| 30D | +11.1% | +5.1% | +6.0% | +9.7% |
| 3M | +17.0% | +2.8% | +14.2% | +16.1% |
| 6M | +34.8% | +32.5% | +2.3% | +25.9% |
| YTD | -2.2% | -0.7% | -1.6% | -3.2% |
| 1Y | -6.4% | -6.7% | +0.3% | -6.0% |
| 3Y | +75.1% | +73.7% | +1.4% | +47.5% |
| 5Y | +69.8% | +177.9% | -108.0% | +24.3% |
| All | +214.8% | +524.4% | -309.6% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling