+86.5%
COR vs SPXS
-79.5%
+166.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.9% | -0.4% |
| 7D | -3.9% | +1.2% | -5.1% | -3.9% |
| 30D | -0.3% | +5.2% | -5.5% | -0.4% |
| 3M | +15.9% | -9.2% | +25.0% | +15.9% |
| 6M | -10.3% | -29.6% | +19.3% | -10.5% |
| YTD | -3.7% | -27.6% | +23.9% | -4.0% |
| 1Y | +9.1% | -36.7% | +45.8% | +8.7% |
| All | +86.5% | -79.5% | +166.0% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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