-40.5%
SE vs COR
+11.7%
-52.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.0% |
| 7D | +0.6% | -1.9% | +2.5% | +0.5% |
| 30D | -0.1% | +1.5% | -1.6% | +0.1% |
| 3M | +34.1% | +18.7% | +15.4% | +37.3% |
| 6M | +23.2% | -9.0% | +32.2% | +26.4% |
| YTD | -11.2% | -3.3% | -7.9% | -9.2% |
| 1Y | -40.5% | +9.8% | -50.4% | -37.5% |
| All | -40.5% | +11.7% | -52.3% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling