+2,865.6%
SO vs COR
+17,545.2%
-14,679.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.5% |
| 7D | -0.2% | +2.8% | -2.9% | -0.6% |
| 30D | -4.6% | +4.5% | -9.1% | -5.3% |
| 3M | -3.0% | +22.7% | -25.7% | -6.1% |
| 6M | -8.3% | -9.7% | +1.5% | -7.2% |
| YTD | +3.5% | -1.4% | +5.0% | +3.2% |
| 1Y | -0.9% | +13.9% | -14.9% | -3.5% |
| 3Y | +45.4% | +94.0% | -48.6% | +30.4% |
| 5Y | +59.6% | +184.0% | -124.4% | +35.0% |
| 10Y | +156.6% | +406.8% | -250.2% | +97.3% |
| All | +2,865.6% | +17,545.2% | -14,679.6% | +1,492.2% |
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