-86.7%
CORD vs SPY
+16.0%
-102.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -0.4% | +13.6% | +10.8% |
| 7D | -55.3% | +3.3% | -58.6% | -39.4% |
| 30D | +3.7% | -2.7% | +6.4% | +1.6% |
| 3M | +61.0% | -1.7% | +62.7% | +67.3% |
| 6M | -38.3% | +3.1% | -41.4% | +9.4% |
| YTD | -90.8% | +11.9% | -102.7% | -65.2% |
| 1Y | -91.1% | +12.0% | -103.1% | -62.7% |
| All | -86.7% | +16.0% | -102.7% | -37.2% |
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