+398.1%
COR vs SM
+12.3%
+385.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.6% | -5.5% | -2.1% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | +1.5% | +31.5% | -30.0% | 0.0% |
| 3M | +18.7% | +17.3% | +1.4% | +17.5% |
| 6M | -9.0% | +48.5% | -57.6% | -11.2% |
| YTD | -3.3% | +106.3% | -109.6% | -7.3% |
| 1Y | +9.8% | +47.3% | -37.5% | +7.0% |
| 3Y | +87.4% | -1.4% | +88.8% | +84.3% |
| 5Y | +180.5% | +114.0% | +66.5% | +159.5% |
| 10Y | +398.1% | +12.5% | +385.7% | +304.2% |
| All | +398.1% | +12.3% | +385.8% | +304.2% |
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