+181.4%
COR vs SPG
+74.6%
+106.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | +0.8% | +4.9% | -4.1% | +0.2% |
| 30D | +5.1% | +15.6% | -10.5% | +3.1% |
| 3M | +2.8% | +4.1% | -1.2% | +2.2% |
| 6M | +32.5% | +13.6% | +19.0% | +30.3% |
| YTD | -0.7% | +27.5% | -28.2% | -3.9% |
| 1Y | -6.7% | +32.2% | -38.9% | -10.2% |
| 3Y | +73.7% | +126.0% | -52.3% | +50.4% |
| All | +181.4% | +74.6% | +106.8% | +152.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling