+86.5%
COR vs SPMO
+159.2%
-72.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -3.9% | +2.7% | -6.6% | -3.6% |
| 30D | -0.3% | +1.1% | -1.4% | -0.2% |
| 3M | +15.9% | +2.0% | +13.8% | +16.0% |
| 6M | -10.3% | +26.5% | -36.8% | -11.0% |
| YTD | -3.7% | +26.5% | -30.2% | -4.5% |
| 1Y | +9.1% | +27.9% | -18.9% | +8.2% |
| All | +86.5% | +159.2% | -72.7% | +83.3% |
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