+493.6%
COR vs SPY
+311.8%
+181.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.4% |
| 7D | -1.2% | -0.9% | -0.3% | -0.6% |
| 30D | +7.6% | -2.4% | +10.0% | +9.1% |
| 3M | +5.0% | -1.2% | +6.1% | +5.6% |
| 6M | +35.3% | +3.3% | +32.0% | +32.1% |
| YTD | +4.2% | +12.3% | -8.1% | -3.7% |
| 1Y | -3.4% | +12.4% | -15.9% | -10.9% |
| 3Y | +81.1% | +78.8% | +2.3% | +17.8% |
| 5Y | +195.8% | +75.2% | +120.7% | +92.3% |
| 10Y | +493.6% | +311.1% | +182.5% | +91.9% |
| All | +493.6% | +311.8% | +181.8% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling