+196.4%
SO vs COR
+485.1%
-288.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.4% |
| 7D | +1.4% | +7.6% | -6.3% | -0.7% |
| 30D | +4.7% | +6.8% | -2.1% | +2.7% |
| 3M | +1.7% | +16.0% | -14.3% | -2.7% |
| 6M | +2.2% | +41.0% | -38.9% | -7.7% |
| YTD | +10.0% | +6.9% | +3.0% | +6.4% |
| 1Y | +6.0% | -1.0% | +7.1% | +5.0% |
| 3Y | +54.1% | +84.6% | -30.5% | +25.2% |
| 5Y | +79.6% | +203.3% | -123.6% | +24.2% |
| All | +196.4% | +485.1% | -288.7% | +72.1% |
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