+491.1%
COR vs SM
+18.0%
+473.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +7.6% | +9.4% | -1.8% | +7.1% |
| 30D | +6.8% | -14.4% | +21.2% | +7.5% |
| 3M | +16.0% | +1.6% | +14.5% | +15.6% |
| 6M | +41.0% | +6.3% | +34.7% | +39.9% |
| YTD | +6.9% | +78.8% | -71.8% | +3.1% |
| 1Y | -1.0% | +83.1% | -84.1% | -4.7% |
| 3Y | +84.6% | -5.9% | +90.5% | +81.6% |
| 5Y | +203.3% | +4.8% | +198.5% | +191.7% |
| All | +491.1% | +18.0% | +473.0% | +373.2% |
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