+85.0%
COR vs SITM
+318.4%
-233.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.5% | +8.5% | +2.8% |
| 7D | +7.8% | +6.6% | +1.2% | +8.1% |
| 30D | +7.0% | -15.3% | +22.3% | +6.5% |
| 3M | +16.3% | -35.4% | +51.6% | +14.9% |
| 6M | +41.3% | -46.8% | +88.1% | +39.5% |
| YTD | +7.1% | +25.9% | -18.7% | +8.4% |
| 1Y | -0.8% | +54.0% | -54.8% | +1.4% |
| 3Y | +85.0% | +315.6% | -230.6% | +102.2% |
| All | +85.0% | +318.4% | -233.4% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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