-25.5%
CORD vs SPY
+2.7%
-28.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.4% | +13.2% | +10.1% |
| 7D | -42.2% | +2.6% | -44.8% | -24.4% |
| 30D | -10.4% | -2.0% | -8.4% | -9.5% |
| 3M | +75.8% | -2.8% | +78.6% | +66.5% |
| 6M | -25.5% | +2.1% | -27.7% | +30.3% |
| All | -25.5% | +2.7% | -28.2% | +30.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling