+18,237.3%
COR vs SPG
+5,045.0%
+13,192.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.6% | +3.3% |
| 7D | +2.3% | +5.1% | -2.7% | +1.4% |
| 30D | +6.8% | +16.8% | -10.1% | +3.7% |
| 3M | +8.1% | +5.7% | +2.5% | +7.0% |
| 6M | +33.0% | +17.8% | +15.2% | +28.9% |
| YTD | +3.0% | +30.1% | -27.1% | -2.2% |
| 1Y | -3.4% | +32.8% | -36.2% | -8.6% |
| 3Y | +80.1% | +137.2% | -57.1% | +50.6% |
| 5Y | +194.7% | +81.5% | +113.3% | +156.0% |
| 10Y | +512.3% | +116.5% | +395.8% | +378.1% |
| All | +18,237.3% | +5,045.0% | +13,192.3% | +6,313.8% |
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