+86.5%
COR vs SITM
+412.8%
-326.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.5% |
| 7D | -3.9% | +3.7% | -7.6% | -3.7% |
| 30D | -0.3% | -14.5% | +14.2% | -0.8% |
| 3M | +15.9% | -10.6% | +26.4% | +15.9% |
| 6M | -10.3% | +65.5% | -75.8% | -8.8% |
| YTD | -3.7% | +67.0% | -70.7% | -2.0% |
| 1Y | +9.1% | +138.6% | -129.5% | +13.2% |
| All | +86.5% | +412.8% | -326.3% | +100.1% |
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