+512.3%
COR vs SM
+4.9%
+507.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.7% | +6.4% | +3.8% |
| 7D | +2.3% | -22.3% | +24.6% | +3.5% |
| 30D | +6.8% | -21.4% | +28.1% | +7.9% |
| 3M | +8.1% | +1.4% | +6.7% | +7.7% |
| 6M | +33.0% | +0.1% | +32.9% | +32.3% |
| YTD | +3.0% | +59.0% | -56.0% | -0.1% |
| 1Y | -3.4% | +64.3% | -67.8% | -6.5% |
| 3Y | +80.1% | -13.1% | +93.3% | +77.9% |
| 5Y | +194.7% | -13.9% | +208.6% | +186.3% |
| 10Y | +512.3% | +1.7% | +510.6% | +396.4% |
| All | +512.3% | +4.9% | +507.3% | +396.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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