+84.6%
COR vs SPMO
+124.5%
-39.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.3% | +2.6% |
| 7D | +7.6% | +6.3% | +1.3% | +8.1% |
| 30D | +6.8% | -8.9% | +15.7% | +5.8% |
| 3M | +16.0% | -13.2% | +29.3% | +14.4% |
| 6M | +41.0% | -9.3% | +50.3% | +39.3% |
| YTD | +6.9% | +11.6% | -4.6% | +4.8% |
| 1Y | -1.0% | +13.4% | -14.4% | -3.0% |
| 3Y | +84.6% | +122.9% | -38.2% | +88.3% |
| All | +84.6% | +124.5% | -39.9% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 3y: compounded portfolio wealth divided by compounded SPMO 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…
3y analysis · Full analysis span regression · 6 months rolling