+2,729.5%
COR vs SPXU
-100.0%
+2,829.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | -0.5% |
| 7D | -1.2% | +1.5% | -2.7% | -0.5% |
| 30D | +7.6% | +6.4% | +1.3% | +9.6% |
| 3M | +5.0% | +4.2% | +0.7% | +6.6% |
| 6M | +35.3% | -7.8% | +43.1% | +34.0% |
| YTD | +4.2% | -27.5% | +31.7% | -1.6% |
| 1Y | -3.4% | -27.1% | +23.7% | -8.5% |
| 3Y | +81.1% | -80.8% | +161.9% | +31.2% |
| 5Y | +195.8% | -84.1% | +279.9% | +125.0% |
| 10Y | +493.6% | -99.5% | +593.1% | +139.9% |
| All | +2,729.5% | -100.0% | +2,829.5% | +491.7% |
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