+3,008.0%
SO vs COR
+17,684.4%
-14,676.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.8% |
| 7D | -1.5% | +0.8% | -2.3% | -1.6% |
| 30D | +8.1% | +5.1% | +2.9% | +7.2% |
| 3M | +0.2% | +2.8% | -2.6% | -0.3% |
| 6M | +0.4% | +32.5% | -32.1% | -4.0% |
| YTD | +8.5% | -0.7% | +9.1% | +7.9% |
| 1Y | +4.9% | -6.7% | +11.6% | +5.3% |
| 3Y | +47.9% | +73.7% | -25.8% | +34.8% |
| 5Y | +75.7% | +177.9% | -102.2% | +49.0% |
| 10Y | +178.0% | +533.8% | -355.8% | +108.5% |
| All | +3,008.0% | +17,684.4% | -14,676.4% | +1,565.4% |
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