+379.5%
SE vs COR
+451.0%
-71.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.7% | +2.2% |
| 7D | +3.3% | +2.3% | +0.9% | +2.9% |
| 30D | -18.2% | +6.8% | -24.9% | -19.1% |
| 3M | -31.3% | +8.1% | -39.4% | -32.2% |
| 6M | -10.1% | +33.0% | -43.1% | -14.9% |
| YTD | -38.9% | +3.0% | -41.9% | -39.6% |
| 1Y | -48.0% | -3.4% | -44.6% | -47.9% |
| 3Y | +78.8% | +80.1% | -1.3% | +51.6% |
| 5Y | -77.1% | +194.7% | -271.9% | -83.3% |
| All | +379.5% | +451.0% | -71.5% | +220.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling