+372.3%
SE vs COR
+455.7%
-83.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -1.7% |
| 7D | 0.0% | +2.4% | -2.4% | -0.4% |
| 30D | -19.4% | +7.7% | -27.0% | -20.5% |
| 3M | -33.1% | +7.5% | -40.6% | -34.0% |
| 6M | -11.4% | +34.1% | -45.6% | -16.3% |
| YTD | -39.8% | +3.9% | -43.7% | -40.6% |
| 1Y | -50.5% | -3.6% | -46.8% | -50.4% |
| 3Y | +68.9% | +80.5% | -11.6% | +43.2% |
| 5Y | -77.1% | +194.9% | -271.9% | -83.3% |
| All | +372.3% | +455.7% | -83.3% | +214.8% |
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