+17,590.3%
COR vs SPG
+4,943.6%
+12,646.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | +0.8% | +4.9% | -4.1% | -0.1% |
| 30D | +5.1% | +15.6% | -10.5% | +2.3% |
| 3M | +2.8% | +4.1% | -1.2% | +2.0% |
| 6M | +32.5% | +13.6% | +19.0% | +29.3% |
| YTD | -0.7% | +27.5% | -28.2% | -5.3% |
| 1Y | -6.7% | +32.2% | -38.9% | -11.7% |
| 3Y | +73.7% | +126.0% | -52.3% | +46.6% |
| 5Y | +177.9% | +74.7% | +103.1% | +143.0% |
| 10Y | +533.8% | +112.8% | +420.9% | +396.3% |
| All | +17,590.3% | +4,943.6% | +12,646.7% | +6,109.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling