+492.2%
COR vs SM
+18.0%
+474.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | +7.8% | +9.4% | -1.6% | +7.3% |
| 30D | +7.0% | -14.4% | +21.4% | +7.7% |
| 3M | +16.3% | +1.6% | +14.7% | +15.8% |
| 6M | +41.3% | +6.3% | +34.9% | +40.1% |
| YTD | +7.1% | +78.8% | -71.6% | +3.3% |
| 1Y | -0.8% | +83.1% | -84.0% | -4.5% |
| 3Y | +85.0% | -5.9% | +90.9% | +82.0% |
| 5Y | +203.9% | +4.8% | +199.0% | +192.3% |
| All | +492.2% | +18.0% | +474.2% | +374.1% |
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