+80.7%
SAP vs COR
+203.9%
-123.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | -0.2% |
| 7D | +0.6% | +7.8% | -7.2% | -0.7% |
| 30D | +6.5% | +7.0% | -0.5% | +5.3% |
| 3M | +12.2% | +16.3% | -4.0% | +9.3% |
| 6M | +46.1% | +41.3% | +4.8% | +38.0% |
| YTD | -1.6% | +7.1% | -8.8% | -3.7% |
| 1Y | -5.1% | -0.8% | -4.3% | -5.7% |
| 3Y | +68.4% | +85.0% | -16.6% | +42.5% |
| All | +80.7% | +203.9% | -123.1% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling