+70.3%
SE vs COR
+74.4%
-4.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.1% |
| 7D | +2.0% | +0.8% | +1.2% | +2.1% |
| 30D | -20.0% | +5.1% | -25.1% | -19.7% |
| 3M | -31.8% | +2.8% | -34.6% | -31.6% |
| 6M | -15.9% | +32.5% | -48.4% | -13.2% |
| YTD | -40.6% | -0.7% | -40.0% | -39.7% |
| 1Y | -50.7% | -6.7% | -44.0% | -50.1% |
| 3Y | +70.3% | +73.7% | -3.4% | +33.6% |
| All | +70.3% | +74.4% | -4.1% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling