+13.9%
COR vs SPYG
+22.6%
-8.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.7% | -1.9% |
| 7D | +2.8% | +0.4% | +2.4% | +2.9% |
| 30D | +4.5% | -0.4% | +5.0% | +4.5% |
| 3M | +22.7% | +0.5% | +22.1% | +23.5% |
| 6M | -9.7% | +17.5% | -27.2% | -10.5% |
| YTD | -1.4% | +14.3% | -15.8% | -2.0% |
| 1Y | +13.9% | +21.7% | -7.8% | +18.1% |
| All | +13.9% | +22.6% | -8.7% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling