+355.0%
SE vs COR
+457.5%
-102.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.7% |
| 7D | -7.7% | -1.2% | -6.6% | -7.5% |
| 30D | -22.8% | +7.6% | -30.5% | -23.9% |
| 3M | -43.7% | +5.0% | -48.7% | -44.3% |
| 6M | -12.8% | +35.3% | -48.1% | -17.7% |
| YTD | -42.0% | +4.2% | -46.2% | -42.8% |
| 1Y | -48.0% | -3.4% | -44.6% | -47.9% |
| 3Y | +62.7% | +81.1% | -18.4% | +37.8% |
| 5Y | -77.8% | +195.8% | -273.6% | -83.8% |
| All | +355.0% | +457.5% | -102.5% | +203.1% |
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 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