+90.5%
COR vs SM
-6.8%
+97.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.7% | -1.9% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | +4.5% | +26.3% | -21.8% | +4.9% |
| 3M | +22.7% | +8.7% | +14.0% | +22.7% |
| 6M | -9.7% | +51.7% | -61.4% | -8.5% |
| YTD | -1.4% | +99.0% | -100.5% | +1.2% |
| 1Y | +13.9% | +34.6% | -20.7% | +15.6% |
| All | +90.5% | -6.8% | +97.3% | +97.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling