+17,590.3%
COR vs SM
+1,067.2%
+16,523.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.9% |
| 7D | +0.8% | -25.9% | +26.7% | +2.8% |
| 30D | +5.1% | -15.1% | +20.3% | +6.1% |
| 3M | +2.8% | +4.9% | -2.0% | +2.1% |
| 6M | +32.5% | +6.1% | +26.4% | +31.1% |
| YTD | -0.7% | +63.4% | -64.1% | -5.0% |
| 1Y | -6.7% | +72.5% | -79.2% | -11.2% |
| 3Y | +73.7% | -16.9% | +90.6% | +71.0% |
| 5Y | +177.9% | -10.6% | +188.5% | +166.0% |
| 10Y | +533.8% | +11.3% | +522.5% | +398.9% |
| All | +17,590.3% | +1,067.2% | +16,523.1% | +9,976.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling