+236.6%
SAP vs COR
+485.1%
-248.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.3% |
| 7D | +0.6% | +7.6% | -7.0% | -1.2% |
| 30D | +6.5% | +6.8% | -0.3% | +4.8% |
| 3M | +12.2% | +16.0% | -3.8% | +8.0% |
| 6M | +46.1% | +41.0% | +5.0% | +34.0% |
| YTD | -1.6% | +6.9% | -8.6% | -4.4% |
| 1Y | -5.1% | -1.0% | -4.1% | -6.0% |
| 3Y | +68.4% | +84.6% | -16.3% | +38.9% |
| 5Y | +79.4% | +203.3% | -123.9% | +26.9% |
| All | +236.6% | +485.1% | -248.5% | +97.3% |
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