+2,809.0%
COR vs SPXU
-100.0%
+2,909.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.7% | +3.2% |
| 7D | +7.8% | -7.6% | +15.4% | +6.2% |
| 30D | +7.0% | +5.3% | +1.7% | +8.7% |
| 3M | +16.3% | +9.6% | +6.6% | +19.3% |
| 6M | +41.3% | -4.5% | +45.8% | +41.0% |
| YTD | +7.1% | -25.9% | +33.0% | +1.7% |
| 1Y | -0.8% | -28.9% | +28.0% | -6.6% |
| 3Y | +85.0% | -80.5% | +165.5% | +34.5% |
| 5Y | +203.9% | -83.4% | +287.2% | +133.5% |
| 10Y | +510.3% | -99.5% | +609.8% | +147.8% |
| All | +2,809.0% | -100.0% | +2,909.0% | +511.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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