-48.0%
SE vs COR
-3.3%
-44.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.7% |
| 7D | -1.5% | +2.9% | -4.3% | -1.6% |
| 30D | -22.3% | +5.8% | -28.2% | -22.3% |
| 3M | -41.8% | +11.4% | -53.3% | -41.6% |
| 6M | -22.4% | +34.5% | -56.9% | -19.9% |
| YTD | -41.6% | +4.1% | -45.6% | -40.4% |
| 1Y | -48.0% | -3.1% | -44.9% | -46.1% |
| All | -48.0% | -3.3% | -44.7% | -46.1% |
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 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