+512.3%
COR vs SPG
+117.3%
+395.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.6% | +3.3% |
| 7D | +2.3% | +5.1% | -2.7% | +1.5% |
| 30D | +6.8% | +16.8% | -10.1% | +3.9% |
| 3M | +8.1% | +5.7% | +2.5% | +7.0% |
| 6M | +33.0% | +17.8% | +15.2% | +29.2% |
| YTD | +3.0% | +30.1% | -27.1% | -1.8% |
| 1Y | -3.4% | +32.8% | -36.2% | -8.3% |
| 3Y | +80.1% | +137.2% | -57.1% | +51.9% |
| 5Y | +194.7% | +81.5% | +113.3% | +157.5% |
| 10Y | +512.3% | +116.5% | +395.8% | +441.4% |
| All | +512.3% | +117.3% | +395.0% | +441.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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