+18,237.3%
COR vs SPY
+2,485.7%
+15,751.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +2.3% |
| 7D | +2.3% | +0.1% | +2.3% | +2.4% |
| 30D | +6.8% | -3.3% | +10.1% | +8.9% |
| 3M | +8.1% | -2.4% | +10.5% | +9.6% |
| 6M | +33.0% | +2.6% | +30.4% | +30.5% |
| YTD | +3.0% | +11.2% | -8.3% | -4.0% |
| 1Y | -3.4% | +13.4% | -16.8% | -11.0% |
| 3Y | +80.1% | +79.9% | +0.2% | +22.5% |
| 5Y | +194.7% | +72.2% | +122.5% | +102.5% |
| 10Y | +512.3% | +307.3% | +204.9% | +150.2% |
| All | +18,237.3% | +2,485.7% | +15,751.6% | +2,386.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling