+2,432.7%
SAP vs COR
+16,451.8%
-14,019.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.8% |
| 3M | +17.0% | +2.8% | +14.2% | +16.1% |
| 6M | +34.8% | +32.5% | +2.3% | +26.0% |
| YTD | -2.2% | -0.7% | -1.6% | -3.2% |
| 1Y | -6.4% | -6.7% | +0.3% | -6.1% |
| 3Y | +75.1% | +73.7% | +1.4% | +50.0% |
| 5Y | +69.8% | +177.9% | -108.0% | +29.0% |
| 10Y | +219.8% | +533.8% | -313.9% | +92.4% |
| All | +2,432.7% | +16,451.8% | -14,019.1% | +716.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling