+380.3%
COR vs SPMO
+572.4%
-192.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.4% | -2.5% |
| 7D | +2.8% | +2.0% | +0.8% | +1.9% |
| 30D | +4.5% | -0.4% | +4.9% | +4.5% |
| 3M | +22.7% | -1.9% | +24.6% | +21.8% |
| 6M | -9.7% | +25.0% | -34.8% | -20.5% |
| YTD | -1.4% | +26.0% | -27.5% | -13.5% |
| 1Y | +13.9% | +28.7% | -14.7% | -1.4% |
| 3Y | +94.0% | +160.9% | -67.0% | +9.1% |
| 5Y | +184.0% | +147.9% | +36.1% | +63.1% |
| 10Y | +406.8% | +518.9% | -112.2% | +83.5% |
| All | +380.3% | +572.4% | -192.1% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling