+177.0%
SAP vs COR
+405.8%
-228.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.5% |
| 7D | -2.9% | +2.8% | -5.7% | -3.5% |
| 30D | +9.0% | +4.5% | +4.5% | +7.8% |
| 3M | +14.9% | +22.7% | -7.7% | +9.6% |
| 6M | +11.9% | -9.7% | +21.6% | +13.8% |
| YTD | -9.9% | -1.4% | -8.5% | -10.6% |
| 1Y | -19.5% | +13.9% | -33.5% | -23.1% |
| 3Y | +61.8% | +94.0% | -32.2% | +33.1% |
| 5Y | +56.2% | +184.0% | -127.8% | +15.0% |
| All | +177.0% | +405.8% | -228.9% | +86.0% |
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