+363.5%
SE vs COR
+473.2%
-109.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.8% | +0.6% |
| 7D | -0.5% | +7.8% | -8.3% | -1.9% |
| 30D | -20.9% | +7.0% | -27.9% | -21.9% |
| 3M | -38.9% | +16.3% | -55.1% | -40.6% |
| 6M | -19.4% | +41.3% | -60.7% | -24.6% |
| YTD | -40.9% | +7.1% | -48.1% | -42.1% |
| 1Y | -46.2% | -0.8% | -45.4% | -46.4% |
| 3Y | +63.7% | +85.0% | -21.3% | +38.2% |
| 5Y | -77.9% | +203.9% | -281.8% | -84.0% |
| All | +363.5% | +473.2% | -109.7% | +207.1% |
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